+4.4%
WY vs SBAC
+83.0%
-78.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.2% | -1.3% |
| 7D | -3.7% | -5.3% | +1.6% | -1.1% |
| 30D | -11.3% | +0.4% | -11.7% | -11.5% |
| 3M | -8.1% | -11.9% | +3.7% | -2.8% |
| 6M | -7.4% | -4.5% | -3.0% | -7.5% |
| YTD | -4.7% | -4.3% | -0.4% | -5.3% |
| 1Y | -9.2% | -3.9% | -5.3% | -10.3% |
| 3Y | -24.7% | -11.0% | -13.7% | -24.5% |
| 5Y | -21.6% | -44.1% | +22.5% | -0.4% |
| All | +4.4% | +83.0% | -78.7% | -16.0% |
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