+557.4%
GWW vs SBAC
+83.0%
+474.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.3% | +0.1% |
| 7D | -3.1% | -5.3% | +2.1% | -1.9% |
| 30D | -2.3% | +0.4% | -2.7% | -2.5% |
| 3M | -3.3% | -11.9% | +8.6% | -0.6% |
| 6M | +15.4% | -4.5% | +19.9% | +15.1% |
| YTD | +26.7% | -4.3% | +31.1% | +26.1% |
| 1Y | +29.0% | -3.9% | +32.8% | +28.0% |
| 3Y | +89.0% | -11.0% | +100.0% | +86.7% |
| 5Y | +221.8% | -44.1% | +265.9% | +264.0% |
| All | +557.4% | +83.0% | +474.3% | +567.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling