+62.4%
SAP vs WEC
+42.1%
+20.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.9% |
| 7D | -2.9% | -0.3% | -2.6% | -2.9% |
| 30D | +9.0% | -1.3% | +10.3% | +9.0% |
| 3M | +14.9% | -3.9% | +18.9% | +15.1% |
| 6M | +11.9% | -8.3% | +20.2% | +12.2% |
| YTD | -9.9% | +3.1% | -13.0% | -10.2% |
| 1Y | -19.5% | +1.9% | -21.5% | -19.8% |
| All | +62.4% | +42.1% | +20.3% | +59.0% |
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 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