+2,542.1%
SAP vs WM
+2,150.4%
+391.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.2% | +0.3% | +1.0% |
| 7D | +4.0% | +4.5% | -0.4% | +2.5% |
| 30D | +15.7% | +16.1% | -0.3% | +9.7% |
| 3M | +23.4% | +8.0% | +15.4% | +20.0% |
| 6M | +41.3% | +8.4% | +32.8% | +37.0% |
| YTD | +2.0% | +11.2% | -9.2% | -2.1% |
| 1Y | -5.1% | +22.3% | -27.4% | -12.0% |
| 3Y | +82.1% | +50.2% | +31.9% | +55.4% |
| 5Y | +77.2% | +63.3% | +13.9% | +45.3% |
| 10Y | +233.6% | +355.0% | -121.4% | +91.3% |
| All | +2,542.1% | +2,150.4% | +391.7% | +881.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling