+595.8%
WDC vs SBAC
-40.1%
+635.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -16.7% | +3.6% | -20.4% | -16.9% |
| 30D | -27.2% | +4.9% | -32.1% | -27.4% |
| 3M | -34.0% | +6.5% | -40.5% | -34.2% |
| 6M | -39.7% | -11.1% | -28.6% | -38.8% |
| YTD | +68.1% | +0.9% | +67.1% | +66.8% |
| 1Y | +66.3% | -1.6% | +67.9% | +65.8% |
| 3Y | +754.4% | -7.0% | +761.4% | +739.3% |
| 5Y | +595.8% | -39.2% | +635.0% | +693.6% |
| All | +595.8% | -40.1% | +635.9% | +693.6% |
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