+330.3%
WM vs SBAC
+114.8%
+215.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.5% |
| 7D | +3.2% | +0.6% | +2.6% | +3.0% |
| 30D | +13.0% | +5.5% | +7.5% | +11.3% |
| 3M | +9.2% | +3.1% | +6.2% | +8.0% |
| 6M | +13.6% | -7.0% | +20.7% | +15.2% |
| YTD | +12.4% | +0.5% | +11.9% | +10.4% |
| 1Y | +21.2% | +0.2% | +21.0% | +19.1% |
| 3Y | +48.7% | -7.4% | +56.0% | +46.5% |
| 5Y | +61.9% | -39.7% | +101.6% | +81.7% |
| All | +330.3% | +114.8% | +215.5% | +261.1% |
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