+7,447.1%
WDC vs SBAC
+2,215.3%
+5,231.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.7% | +9.1% | +8.5% |
| 7D | -3.2% | -2.8% | -0.5% | -2.7% |
| 30D | -19.0% | +3.1% | -22.1% | -19.8% |
| 3M | -28.4% | +5.1% | -33.6% | -29.5% |
| 6M | -39.2% | -11.4% | -27.8% | -38.7% |
| YTD | +82.1% | +0.2% | +81.9% | +77.9% |
| 1Y | +84.7% | -3.9% | +88.6% | +82.0% |
| 3Y | +825.6% | -7.7% | +833.3% | +801.1% |
| 5Y | +608.2% | -39.7% | +647.9% | +646.8% |
| 10Y | +695.1% | +111.9% | +583.2% | +549.4% |
| All | +7,447.1% | +2,215.3% | +5,231.7% | +3,522.8% |
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