+289.9%
WAB vs SFM
+280.6%
+9.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.5% | -0.9% |
| 7D | +0.2% | -7.2% | +7.4% | +1.1% |
| 30D | -4.6% | -14.3% | +9.8% | -2.9% |
| 3M | +5.6% | -13.7% | +19.4% | +7.1% |
| 6M | +13.8% | -6.0% | +19.8% | +13.6% |
| YTD | +31.9% | -8.2% | +40.1% | +31.7% |
| 1Y | +48.3% | -46.2% | +94.5% | +58.6% |
| 3Y | +167.1% | +83.6% | +83.6% | +138.5% |
| 5Y | +222.9% | +212.7% | +10.2% | +163.4% |
| 10Y | +289.9% | +273.0% | +16.9% | +194.2% |
| All | +289.9% | +280.6% | +9.3% | +194.2% |
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