+2,432.7%
SAP vs WWD
+17,107.8%
-14,675.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.4% | -7.5% | -5.1% |
| 7D | -0.7% | +4.2% | -4.8% | -2.0% |
| 30D | +11.1% | -2.1% | +13.2% | +11.2% |
| 3M | +17.0% | -13.2% | +30.2% | +20.7% |
| 6M | +34.8% | -16.9% | +51.7% | +39.5% |
| YTD | -2.2% | +5.2% | -7.5% | -6.4% |
| 1Y | -6.4% | +20.6% | -27.0% | -14.2% |
| 3Y | +75.1% | +146.3% | -71.2% | +28.9% |
| 5Y | +69.8% | +171.3% | -101.5% | +19.8% |
| 10Y | +219.8% | +471.3% | -251.5% | +71.0% |
| All | +2,432.7% | +17,107.8% | -14,675.0% | +576.0% |
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