+433.7%
WST vs SBAC
+96.3%
+337.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.5% |
| 7D | -3.1% | +1.2% | -4.3% | -3.6% |
| 30D | +9.1% | +11.2% | -2.1% | +4.8% |
| 3M | +14.7% | +4.5% | +10.2% | +12.3% |
| 6M | +28.0% | -12.2% | +40.2% | +32.6% |
| YTD | +45.6% | -0.1% | +45.8% | +42.3% |
| 1Y | +45.7% | -0.3% | +45.9% | +42.3% |
| 3Y | +21.1% | -8.7% | +29.8% | +18.6% |
| 5Y | +0.3% | -40.2% | +40.5% | +17.8% |
| All | +433.7% | +96.3% | +337.4% | +374.4% |
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