+70.8%
SAP vs WST
-0.1%
+70.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -4.4% |
| 7D | -0.7% | -3.1% | +2.4% | -0.2% |
| 30D | +11.1% | +9.1% | +2.0% | +9.5% |
| 3M | +17.0% | +14.7% | +2.4% | +14.4% |
| 6M | +34.8% | +28.0% | +6.8% | +29.1% |
| YTD | -2.2% | +45.6% | -47.9% | -8.9% |
| 1Y | -6.4% | +45.7% | -52.1% | -12.9% |
| 3Y | +75.1% | +21.1% | +54.1% | +59.4% |
| All | +70.8% | -0.1% | +70.9% | +56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling