-40.4%
WU vs SBAC
+87.1%
-127.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.7% | 0.0% |
| 7D | -3.5% | -2.1% | -1.4% | -3.0% |
| 30D | -2.9% | +2.0% | -4.9% | -3.4% |
| 3M | -2.3% | -8.3% | +6.0% | -0.3% |
| 6M | -25.4% | +0.3% | -25.7% | -26.1% |
| YTD | -21.2% | -2.2% | -19.0% | -21.7% |
| 1Y | -8.9% | -4.6% | -4.2% | -9.0% |
| 3Y | -29.0% | -8.3% | -20.7% | -29.5% |
| 5Y | -50.7% | -42.8% | -7.9% | -45.1% |
| All | -40.4% | +87.1% | -127.5% | -50.7% |
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