+1,030.8%
WSM vs SBAC
+83.0%
+947.7%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.2% | -0.8% |
| 7D | +0.4% | -5.3% | +5.7% | +2.0% |
| 30D | -10.7% | +0.4% | -11.1% | -10.9% |
| 3M | +8.5% | -11.9% | +20.4% | +12.1% |
| 6M | +19.6% | -4.5% | +24.1% | +19.6% |
| YTD | +26.6% | -4.3% | +30.9% | +26.1% |
| 1Y | +12.0% | -3.9% | +15.8% | +11.1% |
| 3Y | +226.6% | -11.0% | +237.6% | +223.5% |
| 5Y | +174.1% | -44.1% | +218.2% | +215.7% |
| All | +1,030.8% | +83.0% | +947.7% | +1,098.8% |
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 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