+305.6%
WM vs SBAC
+80.0%
+225.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | -0.3% | -0.8% | +0.5% | -0.1% |
| 30D | -2.4% | +6.9% | -9.3% | -4.2% |
| 3M | +0.4% | -8.2% | +8.7% | +2.6% |
| 6M | -9.5% | -1.6% | -7.8% | -10.1% |
| YTD | +0.5% | -0.1% | +0.6% | -0.8% |
| 1Y | -1.1% | -0.5% | -0.6% | -2.4% |
| 3Y | +46.0% | -9.1% | +55.1% | +44.8% |
| 5Y | +51.8% | -43.8% | +95.6% | +74.7% |
| All | +305.6% | +80.0% | +225.6% | +254.0% |
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