+197.9%
WEC vs SBAC
+114.8%
+83.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.4% |
| 7D | +2.3% | +0.6% | +1.7% | +2.1% |
| 30D | +11.1% | +5.5% | +5.6% | +8.7% |
| 3M | +8.4% | +3.1% | +5.4% | +6.8% |
| 6M | +7.5% | -7.0% | +14.5% | +9.4% |
| YTD | +15.3% | +0.5% | +14.8% | +12.3% |
| 1Y | +9.7% | +0.2% | +9.5% | +6.9% |
| 3Y | +64.7% | -7.4% | +72.0% | +62.6% |
| 5Y | +57.3% | -39.7% | +97.0% | +82.5% |
| All | +197.9% | +114.8% | +83.1% | +124.4% |
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