+62.4%
SAP vs WCC
+124.0%
-61.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.3% |
| 7D | -2.9% | +4.5% | -7.4% | -3.4% |
| 30D | +9.0% | -5.8% | +14.8% | +9.7% |
| 3M | +14.9% | -3.7% | +18.6% | +15.1% |
| 6M | +11.9% | +23.1% | -11.2% | +6.6% |
| YTD | -9.9% | +44.2% | -54.1% | -17.2% |
| 1Y | -19.5% | +62.1% | -81.6% | -28.2% |
| All | +62.4% | +124.0% | -61.6% | +25.1% |
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 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