+451.8%
WST vs SBAC
+110.3%
+341.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.2% |
| 7D | +4.9% | -3.4% | +8.2% | +6.1% |
| 30D | +10.7% | +2.6% | +8.1% | +9.5% |
| 3M | +16.8% | +2.6% | +14.2% | +15.1% |
| 6M | +32.0% | -11.5% | +43.5% | +36.3% |
| YTD | +49.9% | -1.6% | +51.6% | +47.3% |
| 1Y | +50.6% | -5.1% | +55.7% | +50.0% |
| 3Y | +21.4% | -9.3% | +30.8% | +19.1% |
| 5Y | -0.6% | -41.0% | +40.4% | +17.3% |
| All | +451.8% | +110.3% | +341.5% | +386.6% |
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