+298.2%
WBD vs SBAC
+1,299.2%
-1,001.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | 0.0% |
| 7D | -1.8% | -0.8% | -1.0% | -1.5% |
| 30D | +8.8% | +6.9% | +1.9% | +6.0% |
| 3M | +4.6% | -8.2% | +12.9% | +7.4% |
| 6M | +1.1% | -1.6% | +2.7% | -0.5% |
| YTD | -2.0% | -0.1% | -1.9% | -4.4% |
| 1Y | +140.0% | -0.5% | +140.5% | +134.4% |
| 3Y | +144.4% | -9.1% | +153.4% | +142.0% |
| 5Y | -0.2% | -43.8% | +43.6% | +16.8% |
| 10Y | +9.1% | +80.5% | -71.4% | -29.3% |
| All | +298.2% | +1,299.2% | -1,001.0% | +13.1% |
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