+179.0%
SAP vs WSM
+997.3%
-818.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -0.3% | +2.6% | -2.9% | -0.8% |
| 30D | +0.3% | -9.3% | +9.6% | +2.3% |
| 3M | +16.9% | +7.1% | +9.8% | +15.2% |
| 6M | +6.3% | +21.7% | -15.4% | +1.8% |
| YTD | -12.4% | +28.7% | -41.1% | -17.3% |
| 1Y | -21.6% | +13.9% | -35.5% | -24.3% |
| 3Y | +54.8% | +232.2% | -177.4% | +14.7% |
| 5Y | +56.2% | +176.4% | -120.2% | +16.2% |
| 10Y | +179.0% | +1,072.4% | -893.4% | +52.9% |
| All | +179.0% | +997.3% | -818.3% | +52.9% |
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