+124.9%
WBD vs SAP
-22.5%
+147.4%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.1% |
| 7D | -0.6% | -5.1% | +4.5% | -0.3% |
| 30D | +4.2% | -1.8% | +6.0% | +4.3% |
| 3M | +7.5% | +20.9% | -13.4% | +6.9% |
| 6M | +1.6% | +7.0% | -5.4% | +2.3% |
| YTD | -2.2% | -13.7% | +11.6% | +0.8% |
| 1Y | +124.9% | -19.6% | +144.4% | +148.0% |
| All | +124.9% | -22.5% | +147.4% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 1y: compounded portfolio wealth divided by compounded SAP 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…
1y analysis · Full analysis span regression · 6 months rolling