+222.9%
SAP vs WWD
+494.7%
-271.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.2% | +0.4% |
| 7D | +1.6% | +4.2% | -2.5% | +0.3% |
| 30D | +10.5% | -0.8% | +11.3% | +10.3% |
| 3M | +15.2% | -8.2% | +23.3% | +17.0% |
| 6M | +36.7% | -9.8% | +46.5% | +38.2% |
| YTD | -0.6% | +10.4% | -11.0% | -6.5% |
| 1Y | -4.1% | +25.5% | -29.6% | -13.7% |
| 3Y | +73.2% | +155.8% | -82.5% | +22.0% |
| 5Y | +74.1% | +187.3% | -113.2% | +15.8% |
| 10Y | +222.9% | +462.7% | -239.8% | +78.8% |
| All | +222.9% | +494.7% | -271.8% | +78.8% |
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 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