+176.2%
SAP vs WEC
+143.0%
+33.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.7% | -1.9% |
| 7D | -0.3% | +0.8% | -1.1% | -0.5% |
| 30D | +2.6% | +0.3% | +2.2% | +2.4% |
| 3M | +16.3% | -2.9% | +19.2% | +17.0% |
| 6M | +6.4% | -5.9% | +12.3% | +7.7% |
| YTD | -11.4% | +4.1% | -15.6% | -12.9% |
| 1Y | -20.4% | +3.1% | -23.5% | -21.6% |
| 3Y | +56.5% | +40.8% | +15.7% | +39.8% |
| 5Y | +56.8% | +31.7% | +25.1% | +41.9% |
| 10Y | +176.2% | +141.1% | +35.1% | +119.5% |
| All | +176.2% | +143.0% | +33.2% | +119.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling