+2,439.8%
SAP vs WWD
+18,259.6%
-15,819.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | -0.2% |
| 7D | -2.5% | +3.7% | -6.2% | -3.6% |
| 30D | +7.5% | +1.8% | +5.7% | +6.4% |
| 3M | +11.6% | -5.0% | +16.6% | +12.4% |
| 6M | +37.6% | -8.4% | +46.0% | +38.6% |
| YTD | -2.0% | +12.3% | -14.2% | -7.8% |
| 1Y | -6.4% | +26.2% | -32.6% | -15.2% |
| 3Y | +67.7% | +154.6% | -86.9% | +22.3% |
| 5Y | +75.7% | +195.3% | -119.5% | +21.1% |
| 10Y | +229.3% | +466.3% | -237.0% | +76.6% |
| All | +2,439.8% | +18,259.6% | -15,819.8% | +566.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling