+68.4%
SAP vs WY
-23.6%
+92.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.4% | 0.0% |
| 7D | +0.6% | -0.8% | +1.4% | +0.8% |
| 30D | +6.5% | +10.1% | -3.6% | +4.3% |
| 3M | +12.2% | -15.4% | +27.6% | +16.2% |
| 6M | +46.1% | -8.3% | +54.4% | +48.2% |
| YTD | -1.6% | -9.8% | +8.2% | -0.3% |
| 1Y | -5.1% | -3.9% | -1.2% | -5.5% |
| 3Y | +68.4% | -23.3% | +91.7% | +77.2% |
| All | +68.4% | -23.6% | +92.0% | +77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling