+2,613.0%
WAB vs SBAC
+2,215.3%
+397.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.3% |
| 7D | +3.1% | -2.8% | +5.9% | +3.5% |
| 30D | +6.4% | +3.1% | +3.3% | +5.9% |
| 3M | +2.2% | +5.1% | -3.0% | +1.3% |
| 6M | +13.7% | -11.4% | +25.1% | +15.0% |
| YTD | +43.0% | +0.2% | +42.8% | +41.6% |
| 1Y | +47.0% | -3.9% | +50.9% | +46.3% |
| 3Y | +174.4% | -7.7% | +182.0% | +172.1% |
| 5Y | +222.2% | -39.7% | +261.9% | +236.7% |
| 10Y | +276.9% | +111.9% | +165.0% | +228.3% |
| All | +2,613.0% | +2,215.3% | +397.7% | +1,671.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling