+222.9%
SAP vs WM
+337.2%
-114.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +1.6% | -0.5% | +2.1% | +1.9% |
| 30D | +10.5% | +13.3% | -2.8% | +4.6% |
| 3M | +15.2% | +4.4% | +10.8% | +12.9% |
| 6M | +36.7% | +10.8% | +25.9% | +30.4% |
| YTD | -0.6% | +9.1% | -9.6% | -4.7% |
| 1Y | -4.1% | +19.1% | -23.3% | -11.8% |
| 3Y | +73.2% | +45.7% | +27.6% | +42.1% |
| 5Y | +74.1% | +60.4% | +13.7% | +33.4% |
| 10Y | +222.9% | +328.7% | -105.8% | +65.1% |
| All | +222.9% | +337.2% | -114.3% | +65.1% |
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