-21.9%
WU vs SBAC
+757.6%
-779.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | -1.1% | +6.9% | -8.0% | -3.6% |
| 3M | -3.9% | -8.2% | +4.4% | -1.1% |
| 6M | -20.7% | -1.6% | -19.0% | -21.4% |
| YTD | -18.4% | -0.1% | -18.2% | -19.9% |
| 1Y | -8.1% | -0.5% | -7.6% | -10.0% |
| 3Y | -24.2% | -9.1% | -15.1% | -25.2% |
| 5Y | -50.4% | -43.8% | -6.7% | -42.7% |
| 10Y | -40.0% | +80.5% | -120.6% | -60.2% |
| All | -21.9% | +757.6% | -779.5% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling