+214.8%
SAP vs WAT
+227.3%
-12.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.4% |
| 7D | -0.7% | -1.1% | +0.4% | -0.4% |
| 30D | +11.1% | +5.0% | +6.1% | +9.3% |
| 3M | +17.0% | +14.5% | +2.6% | +12.1% |
| 6M | +34.8% | +30.9% | +3.9% | +23.4% |
| YTD | -2.2% | +20.5% | -22.7% | -9.1% |
| 1Y | -6.4% | +23.3% | -29.7% | -13.7% |
| 3Y | +75.1% | +81.5% | -6.3% | +34.5% |
| 5Y | +69.8% | +33.4% | +36.4% | +43.2% |
| All | +214.8% | +227.3% | -12.5% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling