+233.2%
WSM vs SBAC
-8.7%
+241.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | +2.6% | +0.2% | +2.4% | +2.6% |
| 30D | -9.3% | +3.9% | -13.1% | -9.7% |
| 3M | +7.1% | -8.2% | +15.3% | +8.1% |
| 6M | +21.7% | -2.8% | +24.5% | +21.9% |
| YTD | +28.7% | -1.5% | +30.3% | +28.5% |
| 1Y | +13.9% | 0.0% | +13.8% | +13.2% |
| All | +233.2% | -8.7% | +241.9% | +246.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling