+176.2%
SAP vs WCC
+509.2%
-333.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -2.2% |
| 7D | -0.3% | +8.5% | -8.7% | -2.0% |
| 30D | +2.6% | -1.0% | +3.6% | +2.6% |
| 3M | +16.3% | +2.1% | +14.1% | +14.5% |
| 6M | +6.4% | +36.8% | -30.4% | -3.1% |
| YTD | -11.4% | +47.7% | -59.1% | -21.4% |
| 1Y | -20.4% | +66.5% | -86.9% | -31.8% |
| 3Y | +56.5% | +134.2% | -77.6% | +17.4% |
| 5Y | +56.8% | +231.6% | -174.9% | +3.0% |
| 10Y | +176.2% | +508.1% | -331.9% | +34.1% |
| All | +176.2% | +509.2% | -333.0% | +34.1% |
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