+384.0%
WMB vs SBAC
+2,207.9%
-1,823.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.1% |
| 7D | -13.8% | +1.2% | -15.0% | -14.1% |
| 30D | -10.3% | +11.2% | -21.5% | -12.3% |
| 3M | -10.1% | +4.5% | -14.5% | -11.1% |
| 6M | -11.8% | -12.2% | +0.3% | -10.3% |
| YTD | +8.9% | -0.1% | +9.1% | +7.5% |
| 1Y | +14.0% | -0.3% | +14.2% | +12.4% |
| 3Y | +100.5% | -8.7% | +109.3% | +98.7% |
| 5Y | +179.5% | -40.2% | +219.7% | +196.7% |
| 10Y | +272.7% | +97.3% | +175.4% | +210.9% |
| All | +384.0% | +2,207.9% | -1,823.9% | +160.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling