+83.7%
SBAC vs WTW
+198.0%
-114.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.2% | +2.2% |
| 7D | -2.1% | -5.7% | +3.6% | +0.1% |
| 30D | +2.0% | -7.3% | +9.3% | +4.9% |
| 3M | -8.3% | +21.5% | -29.8% | -15.4% |
| 6M | +0.3% | +9.6% | -9.3% | -4.3% |
| YTD | -2.2% | -3.3% | +1.1% | -2.7% |
| 1Y | -4.6% | -6.1% | +1.5% | -4.1% |
| 3Y | -8.3% | +61.8% | -70.1% | -28.6% |
| 5Y | -42.8% | +42.7% | -85.5% | -53.5% |
| All | +83.7% | +198.0% | -114.4% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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