+466.3%
WWD vs SBAC
+109.8%
+356.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.5% |
| 7D | +3.7% | -2.8% | +6.5% | +4.5% |
| 30D | +1.8% | +3.1% | -1.3% | +0.8% |
| 3M | -5.0% | +5.1% | -10.1% | -6.5% |
| 6M | -8.4% | -11.4% | +3.0% | -6.2% |
| YTD | +12.3% | +0.2% | +12.1% | +10.1% |
| 1Y | +26.2% | -3.9% | +30.2% | +25.3% |
| 3Y | +154.6% | -7.7% | +162.2% | +148.9% |
| 5Y | +195.3% | -39.7% | +235.0% | +229.7% |
| 10Y | +466.3% | +111.9% | +354.4% | +384.5% |
| All | +466.3% | +109.8% | +356.5% | +384.5% |
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