+456.1%
WMB vs SBAC
+2,208.1%
-1,752.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | +3.3% | +6.9% | -3.7% | +1.9% |
| 3M | +3.1% | -8.2% | +11.4% | +4.5% |
| 6M | -0.7% | -1.6% | +0.9% | -1.3% |
| YTD | +25.2% | -0.1% | +25.3% | +23.8% |
| 1Y | +32.9% | -0.5% | +33.3% | +31.4% |
| 3Y | +140.6% | -9.1% | +149.6% | +138.8% |
| 5Y | +273.5% | -43.8% | +317.2% | +301.8% |
| 10Y | +334.2% | +80.5% | +253.7% | +269.1% |
| All | +456.1% | +2,208.1% | -1,752.1% | +200.5% |
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