+180.9%
SAP vs WWD
+488.0%
-307.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | -2.9% | +1.3% | -4.2% | -3.2% |
| 30D | +9.0% | -7.2% | +16.2% | +11.0% |
| 3M | +14.9% | -3.8% | +18.8% | +15.1% |
| 6M | +11.9% | -9.9% | +21.8% | +13.3% |
| YTD | -9.9% | +14.8% | -24.7% | -15.8% |
| 1Y | -19.5% | +42.1% | -61.6% | -30.1% |
| 3Y | +61.8% | +170.8% | -109.0% | +12.5% |
| 5Y | +56.2% | +197.5% | -141.3% | +3.2% |
| All | +180.9% | +488.0% | -307.1% | +48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling