+171.8%
WAB vs SBAC
-8.2%
+180.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.7% | +5.1% |
| 7D | +4.0% | +3.0% | +1.0% | +3.9% |
| 30D | +4.5% | +4.3% | +0.2% | +4.3% |
| 3M | +2.3% | +4.1% | -1.9% | +2.1% |
| 6M | +12.5% | -11.6% | +24.1% | +13.6% |
| YTD | +40.2% | +0.4% | +39.8% | +40.5% |
| 1Y | +45.2% | -1.1% | +46.3% | +45.8% |
| 3Y | +171.8% | -7.3% | +179.1% | +169.0% |
| All | +171.8% | -8.2% | +180.0% | +169.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling