+222.9%
SAP vs WCC
+492.1%
-269.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.1% | -6.4% | 0.0% |
| 7D | +1.6% | -5.7% | +7.3% | +2.4% |
| 30D | +10.5% | -13.5% | +24.0% | +13.1% |
| 3M | +15.2% | -12.9% | +28.0% | +17.1% |
| 6M | +36.7% | -10.7% | +47.4% | +36.7% |
| YTD | -0.6% | +30.0% | -30.6% | -10.3% |
| 1Y | -4.1% | +24.7% | -28.8% | -12.7% |
| 3Y | +73.2% | +136.6% | -63.3% | +27.6% |
| 5Y | +74.1% | +143.9% | -69.8% | +21.7% |
| 10Y | +222.9% | +465.9% | -243.0% | +68.2% |
| All | +222.9% | +492.1% | -269.1% | +68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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