+148.4%
WEC vs SBAC
+78.4%
+70.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | +0.9% | +3.9% | -3.0% | -0.6% |
| 3M | -5.3% | -8.2% | +2.9% | -2.7% |
| 6M | -6.6% | -2.8% | -3.8% | -7.2% |
| YTD | +3.3% | -1.5% | +4.8% | +1.7% |
| 1Y | +2.1% | 0.0% | +2.0% | -0.3% |
| 3Y | +39.6% | -8.4% | +48.0% | +38.3% |
| 5Y | +31.2% | -43.5% | +74.7% | +57.0% |
| 10Y | +148.4% | +86.9% | +61.5% | +87.1% |
| All | +148.4% | +78.4% | +70.1% | +87.1% |
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