+75.1%
SAP vs WEC
+53.8%
+21.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.1% | -4.1% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | +11.1% | +12.3% | -1.2% | +11.4% |
| 3M | +17.0% | +8.3% | +8.8% | +17.2% |
| 6M | +34.8% | +3.5% | +31.4% | +35.1% |
| YTD | -2.2% | +12.7% | -14.9% | -2.2% |
| 1Y | -6.4% | +8.2% | -14.6% | -6.3% |
| 3Y | +75.1% | +55.9% | +19.3% | +79.4% |
| All | +75.1% | +53.8% | +21.3% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling