-25.1%
WU vs SBAC
+750.2%
-775.3%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -0.8% |
| 7D | -5.3% | -2.7% | -2.5% | -4.3% |
| 30D | +9.0% | +3.3% | +5.7% | +7.6% |
| 3M | -3.6% | +3.3% | -6.8% | -5.1% |
| 6M | -19.4% | -10.9% | -8.5% | -16.6% |
| YTD | -21.7% | -1.0% | -20.7% | -23.3% |
| 1Y | -16.1% | -4.5% | -11.6% | -16.8% |
| 3Y | -24.1% | -8.7% | -15.4% | -25.2% |
| 5Y | -44.1% | -40.6% | -3.5% | -36.9% |
| 10Y | -39.6% | +109.4% | -149.0% | -62.6% |
| All | -25.1% | +750.2% | -775.3% | -78.6% |
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