+222.6%
GWW vs SBAC
-44.9%
+267.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -0.5% | +0.2% | -0.6% | -0.5% |
| 30D | -1.4% | +3.9% | -5.3% | -2.1% |
| 3M | -3.6% | -8.2% | +4.5% | -2.3% |
| 6M | +15.1% | -2.8% | +17.9% | +14.8% |
| YTD | +27.5% | -1.5% | +29.0% | +26.6% |
| 1Y | +29.6% | 0.0% | +29.6% | +28.1% |
| 3Y | +90.1% | -8.4% | +98.5% | +86.9% |
| 5Y | +222.6% | -43.5% | +266.1% | +264.1% |
| All | +222.6% | -44.9% | +267.6% | +264.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling