+49.4%
WST vs SBAC
-2.9%
+52.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +1.1% | -2.8% | +3.8% | +1.4% |
| 30D | +12.4% | +3.1% | +9.3% | +12.0% |
| 3M | +17.6% | +5.1% | +12.4% | +16.7% |
| 6M | +28.3% | -11.4% | +39.7% | +30.7% |
| YTD | +50.5% | +0.2% | +50.3% | +52.7% |
| 1Y | +49.4% | -3.9% | +53.3% | +51.7% |
| All | +49.4% | -2.9% | +52.3% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling