+228.0%
WAB vs SFM
+219.5%
+8.5%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.5% | +7.1% | +1.3% |
| 7D | +1.7% | -5.8% | +7.5% | +2.3% |
| 30D | -2.4% | -11.4% | +8.9% | -1.2% |
| 3M | +9.7% | -12.2% | +21.9% | +10.9% |
| 6M | +16.5% | -5.2% | +21.7% | +16.2% |
| YTD | +33.7% | -4.5% | +38.2% | +32.9% |
| 1Y | +49.7% | -45.4% | +95.1% | +61.4% |
| 3Y | +170.9% | +91.1% | +79.8% | +138.0% |
| 5Y | +228.0% | +226.8% | +1.3% | +159.3% |
| All | +228.0% | +219.5% | +8.5% | +159.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling