+10,445.8%
WWD vs SBAC
+2,208.1%
+8,237.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.3% |
| 7D | +1.3% | -0.8% | +2.1% | +1.4% |
| 30D | -7.2% | +6.9% | -14.1% | -8.3% |
| 3M | -3.8% | -8.2% | +4.4% | -2.8% |
| 6M | -9.9% | -1.6% | -8.3% | -10.5% |
| YTD | +14.8% | -0.1% | +14.9% | +13.6% |
| 1Y | +42.1% | -0.5% | +42.5% | +40.5% |
| 3Y | +170.8% | -9.1% | +179.9% | +168.7% |
| 5Y | +197.5% | -43.8% | +241.3% | +217.9% |
| 10Y | +477.8% | +80.5% | +397.3% | +404.1% |
| All | +10,445.8% | +2,208.1% | +8,237.7% | +6,549.1% |
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