+59.8%
SAP vs WY
-21.8%
+81.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.1% |
| 7D | -2.9% | -1.7% | -1.2% | -2.5% |
| 30D | +9.0% | -10.1% | +19.1% | +11.5% |
| 3M | +14.9% | -5.1% | +20.1% | +16.1% |
| 6M | +11.9% | -4.8% | +16.7% | +12.7% |
| YTD | -9.9% | -0.2% | -9.7% | -10.6% |
| 1Y | -19.5% | -6.6% | -12.9% | -18.9% |
| All | +59.8% | -21.8% | +81.6% | +67.0% |
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