+528.7%
WDC vs SAP
+70.5%
+458.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -0.5% |
| 7D | -28.0% | -0.7% | -27.3% | -28.0% |
| 30D | -34.9% | +11.1% | -46.0% | -36.8% |
| 3M | -41.6% | +17.0% | -58.6% | -44.3% |
| 6M | -45.4% | +34.8% | -80.2% | -51.2% |
| YTD | +53.3% | -2.2% | +55.5% | +57.4% |
| 1Y | +61.5% | -6.4% | +68.0% | +70.3% |
| 3Y | +712.3% | +75.1% | +637.2% | +463.8% |
| All | +528.7% | +70.5% | +458.2% | +291.8% |
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 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