+408.9%
WAB vs SFM
+132.6%
+276.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.1% | +0.4% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -4.4% | -4.4% | -0.1% | -4.0% |
| 3M | +7.9% | +1.5% | +6.3% | +7.2% |
| 6M | +8.7% | +6.5% | +2.2% | +6.8% |
| YTD | +33.0% | +2.2% | +30.8% | +31.1% |
| 1Y | +46.7% | -41.9% | +88.5% | +55.7% |
| 3Y | +153.0% | +106.8% | +46.2% | +121.5% |
| 5Y | +222.3% | +231.6% | -9.3% | +158.8% |
| 10Y | +291.0% | +258.4% | +32.6% | +197.3% |
| All | +408.9% | +132.6% | +276.3% | +321.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling