-44.1%
SBAC vs WTW
+41.9%
-86.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.4% | -3.0% |
| 7D | -5.3% | -7.8% | +2.5% | -2.7% |
| 30D | +0.4% | -7.9% | +8.3% | +3.1% |
| 3M | -11.9% | +19.9% | -31.8% | -17.8% |
| 6M | -4.5% | +9.8% | -14.3% | -8.6% |
| YTD | -4.3% | -3.3% | -1.0% | -4.6% |
| 1Y | -3.9% | -3.3% | -0.6% | -4.4% |
| 3Y | -11.0% | +61.5% | -72.5% | -32.8% |
| All | -44.1% | +41.9% | -86.0% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling