+660.4%
WDC vs SAP
+222.2%
+438.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.5% |
| 7D | -16.7% | +1.5% | -18.2% | -17.6% |
| 30D | -27.2% | +8.8% | -36.0% | -30.3% |
| 3M | -34.0% | +12.1% | -46.1% | -38.2% |
| 6M | -39.7% | +34.6% | -74.3% | -50.7% |
| YTD | +68.1% | -2.1% | +70.2% | +61.4% |
| 1Y | +66.3% | -5.5% | +71.9% | +63.6% |
| 3Y | +754.4% | +67.4% | +687.0% | +454.4% |
| 5Y | +595.8% | +74.6% | +521.2% | +327.0% |
| 10Y | +660.4% | +224.0% | +436.4% | +173.5% |
| All | +660.4% | +222.2% | +438.2% | +173.5% |
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