+2,439.8%
SAP vs WSM
+14,593.0%
-12,153.2%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +26.4% |
| YTD | -2.0% | +48.7% | -50.7% | -10.1% |
| 1Y | -6.4% | +38.7% | -45.1% | -13.0% |
| 3Y | +67.7% | +269.5% | -201.8% | +23.4% |
| 5Y | +75.7% | +179.0% | -103.3% | +32.6% |
| 10Y | +229.3% | +1,162.3% | -933.0% | +70.7% |
| All | +2,439.8% | +14,593.0% | -12,153.2% | +639.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling