+336.3%
WBD vs SAP
+590.8%
-254.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | +19.6% | -5.4% | +4.8% |
| 7D | +14.2% | +19.6% | -5.4% | +4.8% |
| 30D | +14.2% | +19.6% | -5.4% | +4.8% |
| 3M | +14.2% | +19.6% | -5.4% | +4.8% |
| 6M | +13.3% | +23.0% | -9.8% | +2.1% |
| YTD | +7.4% | -13.0% | +20.4% | +12.5% |
| 1Y | +63.0% | -21.9% | +84.9% | +79.5% |
| 3Y | +206.7% | +66.7% | +140.1% | +128.3% |
| 5Y | +18.4% | +69.4% | -51.0% | -13.5% |
| 10Y | +11.8% | +167.1% | -155.3% | -40.3% |
| All | +336.3% | +590.8% | -254.5% | +24.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling