+36.1%
WAT vs SFM
+102.7%
-66.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +4.1% |
| 7D | +6.0% | -10.2% | +16.3% | +7.2% |
| 30D | +9.9% | -23.9% | +33.8% | +12.6% |
| 3M | +17.2% | -42.3% | +59.4% | +23.7% |
| 6M | +34.2% | -40.1% | +74.4% | +40.5% |
| YTD | +25.5% | -37.8% | +63.3% | +29.9% |
| 1Y | +28.3% | -37.1% | +65.3% | +32.4% |
| 3Y | +88.4% | +21.5% | +66.8% | +67.3% |
| 5Y | +36.1% | +103.8% | -67.6% | +11.7% |
| All | +36.1% | +102.7% | -66.6% | +11.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling