+259.9%
WMB vs SBAC
+97.3%
+162.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | -6.7% | +3.0% | -9.6% | -7.3% |
| 30D | -8.6% | +4.3% | -12.9% | -9.6% |
| 3M | -4.9% | +4.1% | -9.1% | -6.1% |
| 6M | -6.3% | -11.6% | +5.3% | -4.3% |
| YTD | +13.0% | +0.4% | +12.6% | +11.1% |
| 1Y | +14.9% | -1.1% | +16.0% | +13.4% |
| 3Y | +113.4% | -7.3% | +120.6% | +109.9% |
| 5Y | +190.2% | -40.8% | +230.9% | +218.3% |
| 10Y | +259.9% | +103.0% | +156.9% | +172.1% |
| All | +259.9% | +97.3% | +162.6% | +172.1% |
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