+214.8%
SAP vs WM
+339.4%
-124.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.1% | -2.1% | -3.2% |
| 7D | -0.7% | +1.2% | -1.9% | -1.1% |
| 30D | +11.1% | +13.1% | -2.0% | +5.2% |
| 3M | +17.0% | +3.6% | +13.4% | +15.1% |
| 6M | +34.8% | +8.1% | +26.8% | +30.0% |
| YTD | -2.2% | +8.9% | -11.1% | -6.3% |
| 1Y | -6.4% | +20.3% | -26.8% | -14.4% |
| 3Y | +75.1% | +46.2% | +29.0% | +43.4% |
| 5Y | +69.8% | +59.9% | +9.9% | +30.4% |
| All | +214.8% | +339.4% | -124.6% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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