+1,359.8%
WDC vs SAP
+56.7%
+1,303.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.2% |
| 7D | +6.0% | -0.3% | +6.3% | +6.0% |
| 30D | +9.9% | +2.6% | +7.4% | +9.6% |
| 3M | -9.4% | +16.3% | -25.6% | -9.1% |
| 6M | +94.7% | +6.4% | +88.3% | +100.9% |
| YTD | +177.4% | -11.4% | +188.8% | +204.8% |
| 1Y | +412.6% | -20.4% | +433.0% | +491.9% |
| 3Y | +1,359.8% | +56.5% | +1,303.3% | +1,133.9% |
| All | +1,359.8% | +56.7% | +1,303.1% | +1,133.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling