+68.4%
SAP vs WCC
+134.5%
-66.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.0% | +0.5% |
| 7D | +0.6% | +9.9% | -9.3% | -0.2% |
| 30D | +6.5% | -8.4% | +15.0% | +7.0% |
| 3M | +12.2% | -10.3% | +22.6% | +12.8% |
| 6M | +46.1% | -10.5% | +56.5% | +46.2% |
| YTD | -1.6% | +32.2% | -33.8% | -9.1% |
| 1Y | -5.1% | +25.5% | -30.6% | -11.5% |
| 3Y | +68.4% | +134.7% | -66.3% | +34.3% |
| All | +68.4% | +134.5% | -66.1% | +34.3% |
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