+29.0%
GWW vs SBAC
-2.7%
+31.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.3% | -0.5% |
| 7D | -3.1% | -5.3% | +2.1% | -3.1% |
| 30D | -2.3% | +0.4% | -2.7% | -2.3% |
| 3M | -3.3% | -11.9% | +8.6% | -2.2% |
| 6M | +15.4% | -4.5% | +19.9% | +16.5% |
| YTD | +26.7% | -4.3% | +31.1% | +28.2% |
| 1Y | +29.0% | -3.9% | +32.8% | +29.9% |
| All | +29.0% | -2.7% | +31.6% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling