+236.6%
SAP vs WWD
+439.4%
-202.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +0.6% | +4.0% | -3.3% | -0.4% |
| 30D | +6.5% | +0.4% | +6.1% | +6.0% |
| 3M | +12.2% | -7.9% | +20.2% | +14.0% |
| 6M | +46.1% | -10.6% | +56.7% | +48.1% |
| YTD | -1.6% | +9.4% | -11.0% | -7.3% |
| 1Y | -5.1% | +25.7% | -30.9% | -14.7% |
| 3Y | +68.4% | +148.5% | -80.2% | +19.4% |
| 5Y | +79.4% | +189.5% | -110.1% | +18.9% |
| All | +236.6% | +439.4% | -202.8% | +84.1% |
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