+283.3%
WMB vs SBAC
+110.3%
+173.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.1% |
| 7D | +8.1% | -3.4% | +11.4% | +8.9% |
| 30D | -6.9% | +2.6% | -9.5% | -7.6% |
| 3M | -5.1% | +2.6% | -7.7% | -6.0% |
| 6M | -5.7% | -11.5% | +5.8% | -3.8% |
| YTD | +18.1% | -1.6% | +19.7% | +16.6% |
| 1Y | +18.4% | -5.1% | +23.5% | +18.0% |
| 3Y | +122.7% | -9.3% | +132.1% | +120.1% |
| 5Y | +202.0% | -41.0% | +243.0% | +231.3% |
| All | +283.3% | +110.3% | +173.0% | +180.4% |
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 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