-27.0%
WST vs SBAC
-43.9%
+17.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -4.6% | +3.2% | -7.8% | -5.6% |
| 3M | +5.7% | -5.1% | +10.7% | +7.0% |
| 6M | +37.6% | -2.1% | +39.7% | +37.0% |
| YTD | +23.0% | -0.5% | +23.6% | +21.5% |
| 1Y | +33.8% | +1.1% | +32.7% | +31.1% |
| 3Y | -13.4% | -7.4% | -5.9% | -15.6% |
| 5Y | -27.0% | -44.3% | +17.4% | -4.4% |
| All | -27.0% | -43.9% | +17.0% | -4.4% |
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 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