-20.4%
SAP vs WCC
+64.4%
-84.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -1.5% |
| 7D | -0.3% | +8.5% | -8.7% | +0.4% |
| 30D | +2.6% | -1.0% | +3.6% | +2.5% |
| 3M | +16.3% | +2.1% | +14.1% | +17.2% |
| 6M | +6.4% | +36.8% | -30.4% | +5.4% |
| YTD | -11.4% | +47.7% | -59.1% | -14.0% |
| 1Y | -20.4% | +66.5% | -86.9% | -23.4% |
| All | -20.4% | +64.4% | -84.8% | -23.4% |
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