-4.1%
SAP vs WCC
+23.3%
-27.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.1% | -6.4% | +2.8% |
| 7D | +1.6% | -5.7% | +7.3% | +1.0% |
| 30D | +10.5% | -13.5% | +24.0% | +8.9% |
| 3M | +15.2% | -12.9% | +28.0% | +13.7% |
| 6M | +36.7% | -10.7% | +47.4% | +36.2% |
| YTD | -0.6% | +30.0% | -30.6% | -5.2% |
| All | -4.1% | +23.3% | -27.4% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling