+229.3%
SAP vs WSM
+1,181.2%
-951.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | -2.5% | -3.0% | +0.5% | -1.9% |
| 30D | +7.5% | +10.1% | -2.6% | +5.3% |
| 3M | +11.6% | +4.9% | +6.7% | +10.4% |
| 6M | +37.6% | +49.8% | -12.2% | +26.2% |
| YTD | -2.0% | +48.7% | -50.7% | -10.3% |
| 1Y | -6.4% | +38.7% | -45.1% | -13.1% |
| 3Y | +67.7% | +269.5% | -201.8% | +21.7% |
| 5Y | +75.7% | +179.0% | -103.3% | +30.3% |
| 10Y | +229.3% | +1,162.3% | -933.0% | +74.1% |
| All | +229.3% | +1,181.2% | -951.9% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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