+3,369.7%
WCN vs SBAC
+2,208.1%
+1,161.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -0.6% | -0.8% | +0.2% | -0.6% |
| 30D | +0.4% | +6.9% | -6.5% | -0.2% |
| 3M | +7.3% | -8.2% | +15.6% | +8.1% |
| 6M | -2.5% | -1.6% | -0.9% | -2.6% |
| YTD | -5.4% | -0.1% | -5.3% | -5.7% |
| 1Y | -8.5% | -0.5% | -8.0% | -8.8% |
| 3Y | +20.8% | -9.1% | +29.9% | +20.8% |
| 5Y | +30.0% | -43.8% | +73.8% | +35.3% |
| 10Y | +238.4% | +80.5% | +157.9% | +219.7% |
| All | +3,369.7% | +2,208.1% | +1,161.5% | +2,637.7% |
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