+92.0%
WY vs SBAC
+2,188.2%
-2,096.2%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | -5.4% | -2.7% | -2.7% | -5.0% |
| 30D | +7.9% | +3.3% | +4.6% | +7.3% |
| 3M | -16.6% | +3.3% | -19.9% | -17.1% |
| 6M | -11.2% | -10.9% | -0.3% | -9.8% |
| YTD | -11.3% | -1.0% | -10.4% | -11.8% |
| 1Y | -5.5% | -4.5% | -1.1% | -5.5% |
| 3Y | -25.4% | -8.7% | -16.7% | -25.1% |
| 5Y | -32.4% | -40.6% | +8.2% | -27.6% |
| 10Y | +3.8% | +109.4% | -105.7% | -6.2% |
| All | +92.0% | +2,188.2% | -2,096.2% | +20.8% |
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