+236.6%
SAP vs WSM
+1,131.4%
-894.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.1% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | +6.5% | +5.1% | +1.4% | +5.3% |
| 3M | +12.2% | +5.1% | +7.1% | +10.9% |
| 6M | +46.1% | +48.6% | -2.5% | +34.1% |
| YTD | -1.6% | +44.2% | -45.8% | -9.4% |
| 1Y | -5.1% | +38.1% | -43.2% | -11.9% |
| 3Y | +68.4% | +257.2% | -188.9% | +23.0% |
| 5Y | +79.4% | +165.1% | -85.7% | +34.4% |
| All | +236.6% | +1,131.4% | -894.8% | +79.4% |
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