-6.4%
SAP vs WAT
+23.8%
-30.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.1% | -4.3% |
| 7D | -0.7% | -1.1% | +0.4% | -0.5% |
| 30D | +11.1% | +5.0% | +6.1% | +10.2% |
| 3M | +17.0% | +14.5% | +2.6% | +14.4% |
| 6M | +34.8% | +30.9% | +3.9% | +28.7% |
| YTD | -2.2% | +20.5% | -22.7% | -7.7% |
| 1Y | -6.4% | +23.3% | -29.7% | -12.0% |
| All | -6.4% | +23.8% | -30.2% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling