+166.5%
WAB vs SFM
+107.8%
+58.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.1% | +0.5% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -4.4% | -4.4% | -0.1% | -4.1% |
| 3M | +7.9% | +1.5% | +6.3% | +7.3% |
| 6M | +8.7% | +6.5% | +2.2% | +7.0% |
| YTD | +33.0% | +2.2% | +30.8% | +31.5% |
| 1Y | +46.7% | -41.9% | +88.5% | +58.4% |
| All | +166.5% | +107.8% | +58.8% | +127.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling