+59.8%
SAP vs WSM
+238.8%
-179.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.2% |
| 7D | -2.9% | -3.3% | +0.4% | -2.3% |
| 30D | +9.0% | -8.4% | +17.4% | +10.6% |
| 3M | +14.9% | +9.7% | +5.3% | +13.1% |
| 6M | +11.9% | +16.7% | -4.8% | +8.8% |
| YTD | -9.9% | +28.7% | -38.6% | -13.9% |
| 1Y | -19.5% | +13.7% | -33.2% | -21.7% |
| All | +59.8% | +238.8% | -179.0% | +34.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling