+2,439.3%
SAP vs WY
+226.1%
+2,213.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -3.9% | -5.4% | +1.5% | -1.9% |
| 30D | +6.5% | +7.9% | -1.3% | +3.4% |
| 3M | +14.7% | -16.6% | +31.3% | +22.2% |
| 6M | +39.9% | -11.2% | +51.1% | +45.1% |
| YTD | -2.0% | -11.3% | +9.4% | +1.1% |
| 1Y | -6.0% | -5.5% | -0.5% | -5.5% |
| 3Y | +67.7% | -25.4% | +93.1% | +80.4% |
| 5Y | +78.8% | -32.4% | +111.1% | +97.3% |
| 10Y | +229.3% | +3.8% | +225.5% | +184.3% |
| All | +2,439.3% | +226.1% | +2,213.3% | +1,120.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling