+4,857.0%
WDC vs SAP
+2,432.7%
+2,424.3%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +0.2% |
| 7D | -28.0% | -0.7% | -27.3% | -28.0% |
| 30D | -34.9% | +11.1% | -46.0% | -37.9% |
| 3M | -41.6% | +17.0% | -58.6% | -45.8% |
| 6M | -45.4% | +34.8% | -80.2% | -54.0% |
| YTD | +53.3% | -2.2% | +55.5% | +44.8% |
| 1Y | +61.5% | -6.4% | +68.0% | +55.6% |
| 3Y | +712.3% | +75.1% | +637.2% | +493.9% |
| 5Y | +524.2% | +69.8% | +454.4% | +358.1% |
| 10Y | +616.5% | +219.8% | +396.7% | +307.7% |
| All | +4,857.0% | +2,432.7% | +2,424.3% | +1,559.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling