-28.9%
WU vs SBAC
-8.7%
-20.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.7% |
| 7D | -4.9% | +0.2% | -5.1% | -5.0% |
| 30D | -1.3% | +3.9% | -5.1% | -1.9% |
| 3M | -3.6% | -8.2% | +4.6% | -2.5% |
| 6M | -24.3% | -2.8% | -21.5% | -24.5% |
| YTD | -21.1% | -1.5% | -19.5% | -21.6% |
| 1Y | -10.3% | 0.0% | -10.3% | -11.3% |
| All | -28.9% | -8.7% | -20.1% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling