+2,233.8%
SAP vs WY
+266.8%
+1,966.9%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | -2.9% | -1.7% | -1.2% | -2.3% |
| 30D | +9.0% | -10.1% | +19.1% | +13.3% |
| 3M | +14.9% | -5.1% | +20.1% | +16.9% |
| 6M | +11.9% | -4.8% | +16.7% | +13.1% |
| YTD | -9.9% | -0.2% | -9.7% | -10.9% |
| 1Y | -19.5% | -6.6% | -12.9% | -18.7% |
| 3Y | +61.8% | -22.7% | +84.5% | +72.1% |
| 5Y | +56.2% | -22.2% | +78.4% | +63.7% |
| 10Y | +180.6% | +7.3% | +173.3% | +139.8% |
| All | +2,233.8% | +266.8% | +1,966.9% | +976.1% |
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