+222.9%
SAP vs WEC
+178.6%
+44.3%
-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% | +0.6% | +1.4% |
| 7D | +1.6% | +0.2% | +1.4% | +1.6% |
| 30D | +10.5% | +12.9% | -2.4% | +7.3% |
| 3M | +15.2% | +9.8% | +5.4% | +12.4% |
| 6M | +36.7% | +6.7% | +29.9% | +34.2% |
| YTD | -0.6% | +14.0% | -14.5% | -4.4% |
| 1Y | -4.1% | +7.3% | -11.5% | -6.3% |
| 3Y | +73.2% | +63.8% | +9.5% | +48.7% |
| 5Y | +74.1% | +54.8% | +19.4% | +51.0% |
| 10Y | +222.9% | +185.7% | +37.2% | +145.0% |
| All | +222.9% | +178.6% | +44.3% | +145.0% |
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 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