+4.2%
WBD vs SAP
+56.2%
-52.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.3% |
| 7D | -0.7% | -0.3% | -0.4% | -0.6% |
| 30D | +5.0% | +2.6% | +2.4% | +3.6% |
| 3M | +6.2% | +16.3% | -10.0% | -1.4% |
| 6M | +0.6% | +6.4% | -5.8% | -3.3% |
| YTD | -2.4% | -11.4% | +9.0% | +1.9% |
| 1Y | +127.7% | -20.4% | +148.1% | +151.5% |
| 3Y | +148.4% | +56.5% | +91.9% | +72.9% |
| 5Y | +4.2% | +56.8% | -52.6% | -36.9% |
| All | +4.2% | +56.2% | -52.0% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling