+1,783.4%
WEC vs SBAC
+2,208.1%
-424.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | -1.3% | +6.9% | -8.2% | -1.8% |
| 3M | -3.9% | -8.2% | +4.3% | -3.4% |
| 6M | -8.3% | -1.6% | -6.7% | -8.4% |
| YTD | +3.1% | -0.1% | +3.2% | +2.7% |
| 1Y | +1.9% | -0.5% | +2.4% | +1.6% |
| 3Y | +41.9% | -9.1% | +51.0% | +42.2% |
| 5Y | +30.8% | -43.8% | +74.6% | +35.0% |
| 10Y | +141.9% | +80.5% | +61.4% | +135.1% |
| All | +1,783.4% | +2,208.1% | -424.7% | +1,524.2% |
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