+61.9%
WM vs SBAC
-39.6%
+101.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | +3.2% | +0.6% | +2.6% | +3.1% |
| 30D | +13.0% | +5.5% | +7.5% | +11.8% |
| 3M | +9.2% | +3.1% | +6.2% | +8.4% |
| 6M | +13.6% | -7.0% | +20.7% | +14.8% |
| YTD | +12.4% | +0.5% | +11.9% | +11.2% |
| 1Y | +21.2% | +0.2% | +21.0% | +19.9% |
| 3Y | +48.7% | -7.4% | +56.0% | +47.7% |
| All | +61.9% | -39.6% | +101.5% | +80.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling