+928.6%
WDC vs SAP
+55.2%
+873.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.9% | +6.7% | +6.1% |
| 7D | +1.7% | -2.9% | +4.6% | +2.5% |
| 30D | -10.0% | +9.0% | -19.0% | -12.5% |
| 3M | -18.8% | +14.9% | -33.7% | -22.4% |
| 6M | +79.0% | +11.9% | +67.1% | +71.1% |
| YTD | +171.6% | -9.9% | +181.5% | +185.2% |
| 1Y | +417.4% | -19.5% | +436.9% | +476.6% |
| 3Y | +1,251.8% | +61.8% | +1,190.0% | +859.5% |
| All | +928.6% | +55.2% | +873.4% | +589.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling