+192.5%
WWD vs SBAC
-43.9%
+236.4%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -2.0% |
| 7D | +0.8% | -0.1% | +0.9% | +0.8% |
| 30D | -6.4% | +3.2% | -9.7% | -6.9% |
| 3M | -5.6% | -5.1% | -0.6% | -5.0% |
| 6M | -9.1% | -2.1% | -7.0% | -9.2% |
| YTD | +12.5% | -0.5% | +13.0% | +11.9% |
| 1Y | +41.3% | +1.1% | +40.2% | +40.0% |
| 3Y | +170.2% | -7.4% | +177.7% | +167.0% |
| 5Y | +192.5% | -44.3% | +236.8% | +224.5% |
| All | +192.5% | -43.9% | +236.4% | +224.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling