+80.7%
SAP vs WWD
+187.3%
-106.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +0.6% | +4.0% | -3.3% | -0.3% |
| 30D | +6.5% | +0.4% | +6.1% | +6.1% |
| 3M | +12.2% | -7.9% | +20.2% | +13.9% |
| 6M | +46.1% | -10.6% | +56.7% | +47.8% |
| YTD | -1.6% | +9.4% | -11.0% | -7.9% |
| 1Y | -5.1% | +25.7% | -30.9% | -15.6% |
| 3Y | +68.4% | +148.5% | -80.2% | +12.6% |
| All | +80.7% | +187.3% | -106.5% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling