+214.8%
SAP vs WST
+441.1%
-226.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -4.5% |
| 7D | -0.7% | -3.1% | +2.4% | 0.0% |
| 30D | +11.1% | +9.1% | +2.0% | +8.9% |
| 3M | +17.0% | +14.7% | +2.4% | +13.4% |
| 6M | +34.8% | +28.0% | +6.8% | +27.1% |
| YTD | -2.2% | +45.6% | -47.9% | -11.1% |
| 1Y | -6.4% | +45.7% | -52.1% | -15.0% |
| 3Y | +75.1% | +21.1% | +54.1% | +55.0% |
| 5Y | +69.8% | +0.3% | +69.5% | +54.6% |
| All | +214.8% | +441.1% | -226.3% | +65.5% |
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