+1,943.6%
WCC vs SBAC
+2,208.1%
-264.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.1% | +5.0% | +4.1% |
| 7D | +4.5% | -0.8% | +5.3% | +4.6% |
| 30D | -5.8% | +6.9% | -12.7% | -7.0% |
| 3M | -3.7% | -8.2% | +4.6% | -2.6% |
| 6M | +23.1% | -1.6% | +24.7% | +22.0% |
| YTD | +44.2% | -0.1% | +44.3% | +42.2% |
| 1Y | +62.1% | -0.5% | +62.6% | +59.8% |
| 3Y | +121.1% | -9.1% | +130.2% | +119.5% |
| 5Y | +214.0% | -43.8% | +257.7% | +238.7% |
| 10Y | +472.8% | +80.5% | +392.3% | +396.5% |
| All | +1,943.6% | +2,208.1% | -264.5% | +962.4% |
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