+898.8%
SBAC vs WTW
+1,139.1%
-240.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | +0.8% |
| 7D | -0.1% | -2.7% | +2.7% | +1.1% |
| 30D | +3.2% | -5.6% | +8.9% | +5.7% |
| 3M | -5.1% | +26.5% | -31.6% | -14.3% |
| 6M | -2.1% | +8.1% | -10.2% | -6.4% |
| YTD | -0.5% | -0.3% | -0.2% | -2.4% |
| 1Y | +1.1% | -0.9% | +2.0% | -0.8% |
| 3Y | -7.4% | +66.6% | -74.1% | -28.4% |
| 5Y | -44.3% | +54.0% | -98.3% | -55.9% |
| 10Y | +77.6% | +198.1% | -120.6% | +1.5% |
| All | +898.8% | +1,139.1% | -240.3% | +305.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling