+428.1%
WMT vs SBAC
+87.1%
+340.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.9% |
| 7D | 0.0% | -2.1% | +2.1% | +0.4% |
| 30D | -7.4% | +2.0% | -9.4% | -7.8% |
| 3M | -10.9% | -8.3% | -2.6% | -9.5% |
| 6M | -12.7% | +0.3% | -13.0% | -13.3% |
| YTD | -3.2% | -2.2% | -1.0% | -3.5% |
| 1Y | +5.3% | -4.6% | +9.9% | +5.4% |
| 3Y | +101.9% | -8.3% | +110.1% | +100.6% |
| 5Y | +134.6% | -42.8% | +177.4% | +156.7% |
| All | +428.1% | +87.1% | +340.9% | +369.6% |
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