+83.4%
WAT vs SFM
+27.3%
+56.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.5% |
| 7D | +0.6% | +6.0% | -5.5% | +0.2% |
| 30D | +5.4% | -19.5% | +24.9% | +6.8% |
| 3M | +11.3% | -37.0% | +48.3% | +15.0% |
| 6M | +37.4% | -41.0% | +78.4% | +42.5% |
| YTD | +21.2% | -34.6% | +55.8% | +23.5% |
| 1Y | +21.3% | -36.3% | +57.6% | +23.9% |
| 3Y | +83.4% | +24.5% | +58.8% | +59.4% |
| All | +83.4% | +27.3% | +56.0% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling