+88.4%
WAT vs SBAC
-8.2%
+96.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | +6.0% | +3.0% | +3.1% | +5.5% |
| 30D | +9.9% | +4.3% | +5.6% | +9.0% |
| 3M | +17.2% | +4.1% | +13.0% | +16.1% |
| 6M | +34.2% | -11.6% | +45.9% | +37.0% |
| YTD | +25.5% | +0.4% | +25.1% | +24.4% |
| 1Y | +28.3% | -1.1% | +29.4% | +27.7% |
| 3Y | +88.4% | -7.3% | +95.6% | +97.0% |
| All | +88.4% | -8.2% | +96.5% | +97.0% |
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