+88.5%
WDC vs SAP
-5.7%
+94.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.4% | -5.4% | -4.8% |
| 7D | +12.1% | +0.6% | +11.5% | +12.3% |
| 30D | -18.8% | +6.5% | -25.3% | -16.3% |
| 3M | -39.3% | +12.2% | -51.6% | -35.7% |
| 6M | -40.1% | +46.1% | -86.2% | -28.2% |
| YTD | +71.8% | -1.6% | +73.4% | +116.8% |
| 1Y | +88.5% | -5.1% | +93.6% | +149.8% |
| All | +88.5% | -5.7% | +94.2% | +149.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling