+178.2%
SAP vs WST
+321.8%
-143.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.9% | +0.7% | -3.6% | -3.1% |
| 30D | +9.0% | -3.1% | +12.2% | +9.7% |
| 3M | +14.9% | +7.2% | +7.7% | +12.9% |
| 6M | +11.9% | +36.8% | -24.9% | +3.3% |
| YTD | -9.9% | +23.8% | -33.8% | -15.0% |
| 1Y | -19.5% | +37.8% | -57.3% | -26.3% |
| 3Y | +61.8% | -15.9% | +77.7% | +58.9% |
| 5Y | +56.2% | -25.8% | +82.0% | +54.3% |
| All | +178.2% | +321.8% | -143.6% | +59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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