-5.1%
SAP vs WM
+21.5%
-26.6%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +0.6% | +3.2% | -2.6% | -0.5% |
| 30D | +6.5% | +13.0% | -6.5% | +2.2% |
| 3M | +12.2% | +9.2% | +3.0% | +8.7% |
| 6M | +46.1% | +13.6% | +32.4% | +41.3% |
| YTD | -1.6% | +12.4% | -14.0% | -2.7% |
| 1Y | -5.1% | +21.2% | -26.3% | -4.9% |
| All | -5.1% | +21.5% | -26.6% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling