+56.8%
SAP vs WY
-21.5%
+78.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.2% | -1.2% |
| 7D | -0.3% | -2.1% | +1.8% | +0.4% |
| 30D | +2.6% | -10.5% | +13.1% | +6.4% |
| 3M | +16.3% | -4.9% | +21.1% | +17.9% |
| 6M | +6.4% | -4.9% | +11.3% | +7.5% |
| YTD | -11.4% | -1.7% | -9.8% | -12.0% |
| 1Y | -20.4% | -9.4% | -11.0% | -18.6% |
| 3Y | +56.5% | -22.3% | +78.8% | +66.1% |
| 5Y | +56.8% | -20.5% | +77.3% | +64.8% |
| All | +56.8% | -21.5% | +78.3% | +64.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling