-5.9%
SAP vs WEC
+9.7%
-15.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +4.6% |
| 7D | +1.3% | +6.9% | -5.6% | +2.5% |
| 30D | +15.5% | +16.6% | -1.0% | +19.4% |
| 3M | +22.8% | +9.1% | +13.7% | +24.3% |
| 6M | +42.5% | +3.2% | +39.3% | +42.7% |
| YTD | +0.5% | +14.9% | -14.4% | +7.7% |
| 1Y | -5.9% | +9.2% | -15.1% | 0.0% |
| All | -5.9% | +9.7% | -15.6% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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