+10.5%
WBD vs SBAC
-48.7%
+59.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +205.5% | -21.4% | +226.9% | +174.8% |
| 7D | +205.5% | -21.4% | +226.9% | +174.8% |
| 30D | +205.5% | -21.4% | +226.9% | +174.8% |
| 3M | +205.5% | -21.4% | +226.9% | +174.8% |
| 6M | +205.5% | -21.4% | +226.9% | +174.8% |
| YTD | +205.5% | -21.4% | +226.9% | +174.8% |
| 1Y | +205.5% | -21.4% | +226.9% | +174.8% |
| 3Y | +206.7% | -10.0% | +216.7% | +160.0% |
| All | +10.5% | -48.7% | +59.2% | +5.6% |
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 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