+507.5%
WCC vs SBAC
+83.0%
+424.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -2.5% |
| 7D | +1.7% | -5.3% | +6.9% | +3.1% |
| 30D | -6.1% | +0.4% | -6.4% | -6.2% |
| 3M | +3.1% | -11.9% | +15.0% | +6.1% |
| 6M | +28.2% | -4.5% | +32.7% | +27.6% |
| YTD | +41.1% | -4.3% | +45.4% | +39.8% |
| 1Y | +61.3% | -3.9% | +65.2% | +59.3% |
| 3Y | +123.6% | -11.0% | +134.6% | +120.6% |
| 5Y | +214.8% | -44.1% | +258.9% | +259.6% |
| All | +507.5% | +83.0% | +424.5% | +527.9% |
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 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