+234.1%
WCN vs SBAC
+83.0%
+151.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.3% |
| 7D | -4.4% | -5.3% | +0.9% | -2.9% |
| 30D | -4.4% | +0.4% | -4.8% | -4.6% |
| 3M | +0.5% | -11.9% | +12.4% | +4.0% |
| 6M | -3.3% | -4.5% | +1.2% | -3.0% |
| YTD | -8.5% | -4.3% | -4.1% | -8.6% |
| 1Y | -8.9% | -3.9% | -5.0% | -9.2% |
| 3Y | +18.0% | -11.0% | +29.0% | +17.9% |
| 5Y | +25.0% | -44.1% | +69.1% | +44.4% |
| All | +234.1% | +83.0% | +151.0% | +187.9% |
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