+276.0%
WAB vs SFM
+132.7%
+143.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +1.9% |
| 7D | +4.0% | -6.9% | +10.9% | +4.9% |
| 30D | +6.3% | -25.0% | +31.3% | +9.2% |
| 3M | +3.3% | -42.7% | +46.0% | +9.4% |
| 6M | +14.5% | -41.0% | +55.5% | +20.3% |
| YTD | +42.7% | -38.7% | +81.3% | +48.3% |
| 1Y | +45.2% | -38.1% | +83.3% | +50.7% |
| 3Y | +173.8% | +19.3% | +154.4% | +155.2% |
| 5Y | +223.8% | +103.1% | +120.7% | +175.5% |
| All | +276.0% | +132.7% | +143.3% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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