+95.3%
WY vs SBAC
+2,222.3%
-2,127.0%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.5% |
| 7D | -0.8% | +0.6% | -1.4% | -0.9% |
| 30D | +10.1% | +5.5% | +4.6% | +9.2% |
| 3M | -15.4% | +3.1% | -18.5% | -15.9% |
| 6M | -8.3% | -7.0% | -1.3% | -7.5% |
| YTD | -9.8% | +0.5% | -10.3% | -10.5% |
| 1Y | -3.9% | +0.2% | -4.1% | -4.6% |
| 3Y | -23.3% | -7.4% | -16.0% | -23.2% |
| 5Y | -31.2% | -39.7% | +8.5% | -26.5% |
| 10Y | +5.5% | +112.5% | -107.0% | -4.9% |
| All | +95.3% | +2,222.3% | -2,127.0% | +22.5% |
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 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