+336.3%
WBD vs SBAC
+1,095.2%
-758.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.5% | -17.7% | +57.2% | +45.7% |
| 7D | +39.5% | -17.7% | +57.2% | +45.7% |
| 30D | +39.5% | -17.7% | +57.2% | +45.7% |
| 3M | +39.5% | -17.7% | +57.2% | +45.7% |
| 6M | +39.5% | -17.7% | +57.2% | +45.7% |
| YTD | +39.5% | -17.7% | +57.2% | +45.7% |
| 1Y | +63.0% | -13.6% | +76.6% | +67.0% |
| 3Y | +206.7% | -10.0% | +216.7% | +203.6% |
| 5Y | +18.4% | -46.8% | +65.2% | +40.9% |
| 10Y | +11.8% | +63.8% | -52.1% | -25.5% |
| All | +336.3% | +1,095.2% | -758.9% | +30.9% |
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