+2,448.5%
SAP vs WY
+231.6%
+2,216.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.4% | -0.3% |
| 7D | +0.6% | -0.8% | +1.4% | +0.9% |
| 30D | +6.5% | +10.1% | -3.6% | +2.7% |
| 3M | +12.2% | -15.4% | +27.6% | +19.0% |
| 6M | +46.1% | -8.3% | +54.4% | +49.6% |
| YTD | -1.6% | -9.8% | +8.2% | +0.8% |
| 1Y | -5.1% | -3.9% | -1.2% | -5.2% |
| 3Y | +68.4% | -23.3% | +91.7% | +79.3% |
| 5Y | +79.4% | -31.2% | +110.6% | +96.8% |
| 10Y | +230.5% | +5.5% | +224.9% | +183.6% |
| All | +2,448.5% | +231.6% | +2,216.8% | +1,116.7% |
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