+474.4%
WWD vs SBAC
+83.0%
+391.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.4% | -0.7% |
| 7D | -2.9% | -5.3% | +2.4% | -1.5% |
| 30D | -6.6% | +0.4% | -7.0% | -6.7% |
| 3M | -9.3% | -11.9% | +2.6% | -6.7% |
| 6M | -13.6% | -4.5% | -9.1% | -13.7% |
| YTD | +10.4% | -4.3% | +14.7% | +9.8% |
| 1Y | +39.9% | -3.9% | +43.8% | +38.8% |
| 3Y | +165.0% | -11.0% | +176.0% | +161.6% |
| 5Y | +183.8% | -44.1% | +227.9% | +224.0% |
| All | +474.4% | +83.0% | +391.3% | +420.8% |
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