+217.6%
WAB vs SBAC
-40.7%
+258.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.5% | +4.7% | +5.1% |
| 7D | +4.0% | +3.0% | +1.0% | +3.5% |
| 30D | +4.5% | +4.3% | +0.2% | +3.7% |
| 3M | +2.3% | +4.1% | -1.9% | +1.5% |
| 6M | +12.5% | -11.6% | +24.1% | +14.5% |
| YTD | +40.2% | +0.4% | +39.8% | +39.0% |
| 1Y | +45.2% | -1.1% | +46.3% | +44.4% |
| 3Y | +171.8% | -7.3% | +179.1% | +168.0% |
| 5Y | +217.6% | -40.8% | +258.4% | +244.0% |
| All | +217.6% | -40.7% | +258.3% | +244.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling