+234.8%
WAT vs SFM
+146.8%
+88.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.1% |
| 7D | +6.0% | -10.2% | +16.3% | +7.4% |
| 30D | +9.9% | -23.9% | +33.8% | +13.0% |
| 3M | +17.2% | -42.3% | +59.4% | +24.6% |
| 6M | +34.2% | -40.1% | +74.4% | +41.4% |
| YTD | +25.5% | -37.8% | +63.3% | +30.8% |
| 1Y | +28.3% | -37.1% | +65.3% | +33.3% |
| 3Y | +88.4% | +21.5% | +66.8% | +71.9% |
| 5Y | +36.1% | +103.8% | -67.6% | +12.7% |
| 10Y | +234.8% | +142.0% | +92.8% | +161.6% |
| All | +234.8% | +146.8% | +88.0% | +161.6% |
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