+447.2%
WAB vs SFM
+44.5%
+402.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.2% | -0.2% |
| 7D | +3.1% | -7.1% | +10.2% | +4.0% |
| 30D | +6.4% | -21.4% | +27.8% | +8.9% |
| 3M | +2.2% | -40.1% | +42.3% | +8.0% |
| 6M | +13.7% | -38.0% | +51.7% | +19.1% |
| YTD | +43.0% | -36.5% | +79.5% | +48.4% |
| 1Y | +47.0% | -35.2% | +82.2% | +52.0% |
| 3Y | +174.4% | +23.5% | +150.9% | +154.4% |
| 5Y | +222.2% | +109.7% | +112.5% | +172.0% |
| 10Y | +276.9% | +132.6% | +144.3% | +201.1% |
| All | +447.2% | +44.5% | +402.8% | +376.7% |
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