+298.2%
WBD vs SAP
+615.3%
-317.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | -1.8% | -2.9% | +1.1% | -0.6% |
| 30D | +8.8% | +9.0% | -0.2% | +4.3% |
| 3M | +4.6% | +14.9% | -10.3% | -3.3% |
| 6M | +1.1% | +11.9% | -10.8% | -6.5% |
| YTD | -2.0% | -9.9% | +7.9% | -0.7% |
| 1Y | +140.0% | -19.5% | +159.6% | +155.4% |
| 3Y | +144.4% | +61.8% | +82.6% | +81.4% |
| 5Y | -0.2% | +56.2% | -56.4% | -25.6% |
| 10Y | +9.1% | +180.6% | -171.5% | -44.1% |
| All | +298.2% | +615.3% | -317.1% | +10.3% |
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