+178.4%
WMT vs SBAC
-39.6%
+218.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.3% |
| 7D | +2.0% | +0.6% | +1.4% | +1.9% |
| 30D | +10.3% | +5.5% | +4.8% | +9.3% |
| 3M | +11.0% | +3.1% | +7.9% | +10.2% |
| 6M | -2.3% | -7.0% | +4.7% | -1.6% |
| YTD | +15.7% | +0.5% | +15.2% | +14.9% |
| 1Y | +26.0% | +0.2% | +25.7% | +25.1% |
| 3Y | +136.5% | -7.4% | +143.9% | +135.8% |
| All | +178.4% | -39.6% | +218.1% | +199.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling