+46.2%
WM vs SBAC
-10.4%
+56.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.8% |
| 7D | +1.2% | +1.2% | 0.0% | +1.0% |
| 30D | +13.1% | +11.2% | +1.9% | +11.2% |
| 3M | +3.6% | +4.5% | -0.8% | +2.8% |
| 6M | +8.1% | -12.2% | +20.2% | +9.7% |
| YTD | +8.9% | -0.1% | +9.0% | +8.2% |
| 1Y | +20.3% | -0.3% | +20.6% | +19.6% |
| 3Y | +46.2% | -8.7% | +54.9% | +47.4% |
| All | +46.2% | -10.4% | +56.6% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling