+297.7%
WAT vs SFM
+132.6%
+165.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.4% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +2.3% | -4.4% | +6.7% | +2.8% |
| 3M | +8.7% | +1.5% | +7.2% | +8.1% |
| 6M | +28.3% | +6.5% | +21.8% | +26.1% |
| YTD | +7.8% | +2.2% | +5.6% | +6.3% |
| 1Y | +36.6% | -41.9% | +78.5% | +44.7% |
| 3Y | +45.7% | +106.8% | -61.1% | +26.8% |
| 5Y | -3.3% | +231.6% | -234.9% | -22.5% |
| 10Y | +162.1% | +258.4% | -96.3% | +98.9% |
| All | +297.7% | +132.6% | +165.2% | +223.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling