+336.3%
WBD vs SBAC
+1,095.2%
-758.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +205.5% | -21.4% | +226.9% | +209.2% |
| 7D | +205.5% | -21.4% | +226.9% | +209.2% |
| 30D | +205.5% | -21.4% | +226.9% | +209.2% |
| 3M | +205.5% | -21.4% | +226.9% | +209.2% |
| 6M | +205.5% | -21.4% | +226.9% | +209.2% |
| YTD | +205.5% | -21.4% | +226.9% | +209.2% |
| 1Y | +205.5% | -21.4% | +226.9% | +209.2% |
| 3Y | +206.7% | -10.0% | +216.7% | +194.8% |
| 5Y | +18.4% | -46.8% | +65.2% | +36.8% |
| 10Y | +11.8% | +63.8% | -52.1% | -27.6% |
| All | +336.3% | +1,095.2% | -758.9% | +27.1% |
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