+2,233.8%
SAP vs WEC
+2,318.8%
-85.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | +9.0% | -1.3% | +10.3% | +9.4% |
| 3M | +14.9% | -3.9% | +18.9% | +16.4% |
| 6M | +11.9% | -8.3% | +20.2% | +14.9% |
| YTD | -9.9% | +3.1% | -13.0% | -11.6% |
| 1Y | -19.5% | +1.9% | -21.5% | -20.9% |
| 3Y | +61.8% | +41.9% | +19.9% | +38.4% |
| 5Y | +56.2% | +30.8% | +25.4% | +36.1% |
| 10Y | +180.6% | +141.9% | +38.7% | +81.2% |
| All | +2,233.8% | +2,318.8% | -85.0% | +541.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling