+2,542.1%
SAP vs WST
+7,890.6%
-5,348.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.4% | +2.7% |
| 7D | +4.0% | -5.8% | +9.8% | +6.0% |
| 30D | +15.7% | +5.3% | +10.4% | +13.7% |
| 3M | +23.4% | +11.8% | +11.6% | +18.8% |
| 6M | +41.3% | +26.7% | +14.6% | +30.0% |
| YTD | +2.0% | +43.0% | -41.0% | -10.7% |
| 1Y | -5.1% | +38.9% | -43.9% | -16.3% |
| 3Y | +82.1% | +18.2% | +64.0% | +53.5% |
| 5Y | +77.2% | -1.5% | +78.7% | +54.4% |
| 10Y | +233.6% | +439.0% | -205.3% | +42.1% |
| All | +2,542.1% | +7,890.6% | -5,348.5% | +233.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling