+228.0%
WAB vs SBAC
-43.9%
+272.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +1.7% | -0.1% | +1.7% | +1.7% |
| 30D | -2.4% | +3.2% | -5.7% | -2.9% |
| 3M | +9.7% | -5.1% | +14.7% | +10.4% |
| 6M | +16.5% | -2.1% | +18.6% | +16.3% |
| YTD | +33.7% | -0.5% | +34.2% | +32.9% |
| 1Y | +49.7% | +1.1% | +48.5% | +48.1% |
| 3Y | +170.9% | -7.4% | +178.4% | +167.0% |
| 5Y | +228.0% | -44.3% | +272.4% | +258.0% |
| All | +228.0% | -43.9% | +272.0% | +258.0% |
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