+75.1%
SAP vs WCC
+110.7%
-35.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -4.3% |
| 7D | -0.7% | -14.7% | +14.0% | +0.5% |
| 30D | +11.1% | -20.1% | +31.2% | +12.9% |
| 3M | +17.0% | -21.2% | +38.2% | +19.0% |
| 6M | +34.8% | -19.2% | +54.0% | +36.2% |
| YTD | -2.2% | +20.2% | -22.4% | -8.9% |
| 1Y | -6.4% | +14.5% | -20.9% | -12.1% |
| 3Y | +75.1% | +115.1% | -40.0% | +40.5% |
| All | +75.1% | +110.7% | -35.5% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling