+176.2%
SAP vs WWD
+476.2%
-300.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.1% |
| 7D | -0.3% | +0.8% | -1.1% | -0.5% |
| 30D | +2.6% | -6.4% | +9.0% | +4.3% |
| 3M | +16.3% | -5.6% | +21.9% | +17.0% |
| 6M | +6.4% | -9.1% | +15.5% | +7.4% |
| YTD | -11.4% | +12.5% | -23.9% | -16.7% |
| 1Y | -20.4% | +41.3% | -61.7% | -30.8% |
| 3Y | +56.5% | +170.2% | -113.7% | +8.8% |
| 5Y | +56.8% | +192.5% | -135.7% | +4.1% |
| 10Y | +176.2% | +476.9% | -300.7% | +46.8% |
| All | +176.2% | +476.2% | -300.1% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded WWD 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling