+62.4%
SAP vs WM
+46.1%
+16.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -2.9% | -0.3% | -2.6% | -2.8% |
| 30D | +9.0% | -2.4% | +11.4% | +9.6% |
| 3M | +14.9% | +0.4% | +14.5% | +15.1% |
| 6M | +11.9% | -9.5% | +21.4% | +14.5% |
| YTD | -9.9% | +0.5% | -10.4% | -9.6% |
| 1Y | -19.5% | -1.1% | -18.4% | -19.1% |
| All | +62.4% | +46.1% | +16.3% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling