+59.8%
SAP vs WU
-24.9%
+84.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -2.9% | -0.8% | -2.1% | -2.8% |
| 30D | +9.0% | -1.1% | +10.1% | +9.1% |
| 3M | +14.9% | -3.9% | +18.8% | +14.8% |
| 6M | +11.9% | -20.7% | +32.6% | +14.6% |
| YTD | -9.9% | -18.4% | +8.5% | -8.1% |
| 1Y | -19.5% | -8.1% | -11.5% | -19.4% |
| All | +59.8% | -24.9% | +84.7% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 3y: compounded portfolio wealth divided by compounded WU 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…
3y analysis · Full analysis span regression · 6 months rolling