+1,726.7%
WAT vs SBAC
+2,232.4%
-505.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +3.4% | +3.6% | -0.3% | +2.8% |
| 30D | +9.6% | +4.9% | +4.7% | +8.7% |
| 3M | +15.5% | +6.5% | +9.0% | +14.2% |
| 6M | +33.9% | -11.1% | +45.0% | +35.8% |
| YTD | +25.2% | +0.9% | +24.3% | +23.8% |
| 1Y | +26.3% | -1.6% | +27.8% | +25.3% |
| 3Y | +85.8% | -7.0% | +92.8% | +84.9% |
| 5Y | +35.3% | -39.2% | +74.5% | +42.8% |
| 10Y | +231.8% | +111.4% | +120.4% | +192.2% |
| All | +1,726.7% | +2,232.4% | -505.7% | +1,186.6% |
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