+63.3%
WM vs SBAC
-39.7%
+103.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.4% |
| 7D | +4.5% | +4.4% | +0.1% | +3.6% |
| 30D | +16.1% | +13.8% | +2.3% | +13.1% |
| 3M | +8.0% | +9.0% | -0.9% | +6.0% |
| 6M | +8.4% | -10.0% | +18.4% | +10.2% |
| YTD | +11.2% | +1.8% | +9.4% | +9.7% |
| 1Y | +22.3% | +1.1% | +21.2% | +20.8% |
| 3Y | +50.2% | -9.5% | +59.8% | +50.3% |
| 5Y | +63.3% | -39.0% | +102.3% | +80.6% |
| All | +63.3% | -39.7% | +103.0% | +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