+289.9%
WAB vs SBAC
+78.4%
+211.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.2% |
| 7D | +0.2% | +0.2% | +0.1% | +0.2% |
| 30D | -4.6% | +3.9% | -8.4% | -5.3% |
| 3M | +5.6% | -8.2% | +13.8% | +7.1% |
| 6M | +13.8% | -2.8% | +16.6% | +13.4% |
| YTD | +31.9% | -1.5% | +33.4% | +30.8% |
| 1Y | +48.3% | 0.0% | +48.2% | +46.4% |
| 3Y | +167.1% | -8.4% | +175.5% | +163.5% |
| 5Y | +222.9% | -43.5% | +266.4% | +256.4% |
| 10Y | +289.9% | +86.9% | +203.0% | +279.6% |
| All | +289.9% | +78.4% | +211.5% | +279.6% |
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