+30.2%
WAT vs SFM
-45.2%
+75.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.5% | +4.9% | -1.5% |
| 7D | -0.7% | -5.8% | +5.1% | -0.6% |
| 30D | -1.0% | -11.4% | +10.4% | -0.9% |
| 3M | +10.9% | -12.2% | +23.1% | +11.0% |
| 6M | +33.2% | -5.2% | +38.3% | +31.9% |
| YTD | +6.1% | -4.5% | +10.5% | +5.1% |
| 1Y | +30.2% | -45.4% | +75.6% | +46.2% |
| All | +30.2% | -45.2% | +75.4% | +46.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling