+335.8%
WST vs SBAC
+78.4%
+257.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | -1.7% | +0.2% | -1.8% | -1.7% |
| 30D | -4.3% | +3.9% | -8.2% | -5.7% |
| 3M | +0.7% | -8.2% | +8.9% | +3.2% |
| 6M | +36.0% | -2.8% | +38.8% | +35.3% |
| YTD | +22.7% | -1.5% | +24.3% | +21.1% |
| 1Y | +34.1% | 0.0% | +34.1% | +31.3% |
| 3Y | -13.6% | -8.4% | -5.2% | -15.6% |
| 5Y | -26.0% | -43.5% | +17.6% | -11.0% |
| 10Y | +335.8% | +86.9% | +248.9% | +290.7% |
| All | +335.8% | +78.4% | +257.4% | +290.7% |
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