+261.5%
WAB vs SBAC
+114.8%
+146.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.3% | -1.1% |
| 7D | +5.1% | +0.6% | +4.4% | +4.9% |
| 30D | +4.0% | +5.5% | -1.5% | +2.8% |
| 3M | +0.1% | +3.1% | -3.0% | -0.8% |
| 6M | +12.8% | -7.0% | +19.8% | +13.7% |
| YTD | +40.1% | +0.5% | +39.6% | +38.0% |
| 1Y | +46.4% | +0.2% | +46.1% | +44.3% |
| 3Y | +167.4% | -7.4% | +174.7% | +163.1% |
| 5Y | +215.0% | -39.7% | +254.7% | +242.8% |
| All | +261.5% | +114.8% | +146.7% | +236.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling