+442.5%
WCC vs SBAC
+109.8%
+332.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.1% | +3.5% |
| 7D | +3.3% | -2.8% | +6.1% | +4.1% |
| 30D | -9.4% | +3.1% | -12.6% | -10.5% |
| 3M | -10.5% | +5.1% | -15.7% | -12.2% |
| 6M | -10.4% | -11.4% | +1.0% | -8.5% |
| YTD | +34.4% | +0.2% | +34.2% | +30.9% |
| 1Y | +27.7% | -3.9% | +31.6% | +26.0% |
| 3Y | +137.9% | -7.7% | +145.6% | +131.6% |
| 5Y | +147.0% | -39.7% | +186.8% | +176.1% |
| 10Y | +442.5% | +111.9% | +330.6% | +437.0% |
| All | +442.5% | +109.8% | +332.7% | +437.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling