-22.5%
WY vs SBAC
-8.7%
-13.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -1.7% | +0.2% | -1.9% | -1.8% |
| 30D | -9.9% | +3.9% | -13.7% | -11.0% |
| 3M | -7.5% | -8.2% | +0.7% | -5.1% |
| 6M | -5.1% | -2.8% | -2.3% | -5.0% |
| YTD | -2.1% | -1.5% | -0.6% | -2.7% |
| 1Y | -7.3% | 0.0% | -7.4% | -8.8% |
| All | -22.5% | -8.7% | -13.8% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling