+302.1%
WMB vs SBAC
+76.8%
+225.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | +7.7% | +3.2% | +4.5% | +6.9% |
| 3M | +6.7% | -5.1% | +11.8% | +7.6% |
| 6M | +3.6% | -2.1% | +5.7% | +3.0% |
| YTD | +28.0% | -0.5% | +28.5% | +26.5% |
| 1Y | +37.6% | +1.1% | +36.5% | +35.3% |
| 3Y | +149.0% | -7.4% | +156.5% | +145.1% |
| 5Y | +285.3% | -44.3% | +329.6% | +330.7% |
| 10Y | +302.1% | +77.6% | +224.5% | +224.7% |
| All | +302.1% | +76.8% | +225.3% | +224.7% |
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