+322.5%
WCN vs SBAC
+114.8%
+207.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.4% |
| 7D | +2.6% | +0.6% | +2.0% | +2.4% |
| 30D | +23.9% | +5.5% | +18.5% | +22.0% |
| 3M | +17.4% | +3.1% | +14.3% | +16.1% |
| 6M | +28.0% | -7.0% | +35.0% | +29.9% |
| YTD | +11.6% | +0.5% | +11.1% | +9.6% |
| 1Y | +16.9% | +0.2% | +16.6% | +14.9% |
| 3Y | +51.6% | -7.4% | +58.9% | +49.9% |
| 5Y | +48.0% | -39.7% | +87.7% | +66.9% |
| All | +322.5% | +114.8% | +207.7% | +265.5% |
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