+176.4%
WSM vs SBAC
-44.9%
+221.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +2.6% | +0.2% | +2.4% | +2.5% |
| 30D | -9.3% | +3.9% | -13.1% | -10.3% |
| 3M | +7.1% | -8.2% | +15.3% | +9.2% |
| 6M | +21.7% | -2.8% | +24.5% | +21.3% |
| YTD | +28.7% | -1.5% | +30.3% | +27.4% |
| 1Y | +13.9% | 0.0% | +13.8% | +11.8% |
| 3Y | +232.2% | -8.4% | +240.6% | +225.4% |
| 5Y | +176.4% | -43.5% | +219.9% | +224.5% |
| All | +176.4% | -44.9% | +221.3% | +224.5% |
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 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