-6.5%
SAP vs WY
-6.3%
-0.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.8% | -1.1% |
| 7D | +1.5% | +0.2% | +1.3% | +1.5% |
| 30D | +8.8% | +8.0% | +0.8% | +7.6% |
| 3M | +12.1% | -17.7% | +29.8% | +14.7% |
| 6M | +34.6% | -10.8% | +45.3% | +36.3% |
| YTD | -2.1% | -10.6% | +8.5% | -2.0% |
| All | -6.5% | -6.3% | -0.2% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling