+2,559.6%
WAB vs SBAC
+2,219.2%
+340.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.8% |
| 3M | +2.3% | +4.1% | -1.9% | +1.5% |
| 6M | +12.5% | -11.6% | +24.1% | +13.8% |
| YTD | +40.2% | +0.4% | +39.8% | +38.7% |
| 1Y | +45.2% | -1.1% | +46.3% | +44.0% |
| 3Y | +171.8% | -7.3% | +179.1% | +169.4% |
| 5Y | +217.6% | -40.8% | +258.4% | +232.7% |
| 10Y | +285.3% | +103.0% | +182.4% | +237.5% |
| All | +2,559.6% | +2,219.2% | +340.4% | +1,636.0% |
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 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