+1,982.7%
WEC vs SBAC
+2,219.2%
-236.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +1.1% |
| 7D | +0.2% | +3.0% | -2.8% | 0.0% |
| 30D | +12.9% | +4.3% | +8.6% | +12.5% |
| 3M | +9.8% | +4.1% | +5.6% | +9.4% |
| 6M | +6.7% | -11.6% | +18.4% | +7.5% |
| YTD | +14.0% | +0.4% | +13.6% | +13.5% |
| 1Y | +7.3% | -1.1% | +8.5% | +7.0% |
| 3Y | +63.8% | -7.3% | +71.0% | +63.8% |
| 5Y | +54.8% | -40.8% | +95.5% | +59.2% |
| 10Y | +185.7% | +103.0% | +82.7% | +176.0% |
| All | +1,982.7% | +2,219.2% | -236.5% | +1,694.5% |
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