+142.2%
WCC vs SBAC
-39.6%
+181.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.1% | -2.0% |
| 7D | +9.9% | +0.6% | +9.3% | +9.8% |
| 30D | -8.4% | +5.5% | -13.9% | -9.8% |
| 3M | -10.3% | +3.1% | -13.4% | -11.3% |
| 6M | -10.5% | -7.0% | -3.5% | -9.7% |
| YTD | +32.2% | +0.5% | +31.7% | +29.5% |
| 1Y | +25.5% | +0.2% | +25.3% | +23.1% |
| 3Y | +134.7% | -7.4% | +142.0% | +128.0% |
| All | +142.2% | -39.6% | +181.9% | +173.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling