+229.3%
SAP vs WST
+452.9%
-223.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -2.5% | +1.1% | -3.5% | -2.8% |
| 30D | +7.5% | +12.4% | -4.9% | +4.7% |
| 3M | +11.6% | +17.6% | -5.9% | +7.6% |
| 6M | +37.6% | +28.3% | +9.4% | +29.7% |
| YTD | -2.0% | +50.5% | -52.4% | -11.5% |
| 1Y | -6.4% | +49.4% | -55.8% | -15.4% |
| 3Y | +67.7% | +21.9% | +45.8% | +48.8% |
| 5Y | +75.7% | +0.4% | +75.4% | +60.7% |
| 10Y | +229.3% | +451.5% | -222.2% | +74.2% |
| All | +229.3% | +452.9% | -223.5% | +74.2% |
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