+10,009.6%
WWD vs SBAC
+2,173.2%
+7,836.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.7% |
| 7D | +8.2% | -3.4% | +11.5% | +8.8% |
| 30D | -0.2% | +2.6% | -2.8% | -0.8% |
| 3M | -8.4% | +2.6% | -11.0% | -9.0% |
| 6M | -9.5% | -11.5% | +2.0% | -8.2% |
| YTD | +10.1% | -1.6% | +11.7% | +9.0% |
| 1Y | +21.6% | -5.1% | +26.7% | +21.1% |
| 3Y | +149.6% | -9.3% | +158.9% | +147.5% |
| 5Y | +191.3% | -41.0% | +232.3% | +208.3% |
| 10Y | +455.2% | +108.0% | +347.1% | +372.8% |
| All | +10,009.6% | +2,173.2% | +7,836.5% | +6,276.7% |
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