+682.0%
WDC vs SAP
+236.1%
+445.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +16.3% | -3.9% | +20.2% | +18.4% |
| 30D | -18.3% | +6.5% | -24.8% | -21.0% |
| 3M | -31.4% | +14.7% | -46.1% | -36.5% |
| 6M | -36.3% | +39.9% | -76.2% | -49.0% |
| YTD | +80.8% | -2.0% | +82.8% | +73.5% |
| 1Y | +87.7% | -6.0% | +93.7% | +85.3% |
| 3Y | +819.4% | +67.7% | +751.8% | +495.4% |
| 5Y | +583.2% | +78.8% | +504.4% | +312.2% |
| All | +682.0% | +236.1% | +445.9% | +155.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling