+161.8%
WAT vs SFM
+268.6%
-106.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.6% |
| 7D | -2.9% | -8.8% | +5.9% | -1.8% |
| 30D | -3.2% | -14.5% | +11.2% | -1.4% |
| 3M | +10.6% | -16.8% | +27.4% | +12.8% |
| 6M | +34.0% | -5.3% | +39.4% | +33.7% |
| YTD | +5.7% | -9.4% | +15.1% | +5.9% |
| 1Y | +37.1% | -46.2% | +83.2% | +46.8% |
| 3Y | +52.4% | +81.3% | -28.9% | +33.5% |
| 5Y | -4.4% | +211.9% | -216.3% | -24.1% |
| All | +161.8% | +268.6% | -106.8% | +95.0% |
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 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