+1,309.1%
WDC vs SAP
+175.9%
+1,133.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.2% | +1.6% |
| 7D | +7.5% | -0.3% | +7.7% | +7.5% |
| 30D | +10.1% | +0.3% | +9.8% | +9.3% |
| 3M | -6.8% | +16.9% | -23.7% | -16.7% |
| 6M | +84.1% | +6.3% | +77.8% | +70.6% |
| YTD | +180.3% | -12.4% | +192.7% | +185.4% |
| 1Y | +411.1% | -21.6% | +432.7% | +455.3% |
| 3Y | +1,375.0% | +54.8% | +1,320.2% | +893.2% |
| 5Y | +991.6% | +56.2% | +935.4% | +611.4% |
| 10Y | +1,309.1% | +179.0% | +1,130.0% | +477.6% |
| All | +1,309.1% | +175.9% | +1,133.2% | +477.6% |
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