+362.0%
WAT vs SFM
+39.6%
+322.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | +3.4% | -6.9% | +10.3% | +4.3% |
| 30D | +9.6% | -25.0% | +34.6% | +12.8% |
| 3M | +15.5% | -42.7% | +58.2% | +22.7% |
| 6M | +33.9% | -41.0% | +74.9% | +41.1% |
| YTD | +25.2% | -38.7% | +63.9% | +30.6% |
| 1Y | +26.3% | -38.1% | +64.4% | +31.4% |
| 3Y | +85.8% | +19.3% | +66.5% | +72.0% |
| 5Y | +35.3% | +103.1% | -67.8% | +14.4% |
| 10Y | +231.8% | +131.1% | +100.7% | +164.8% |
| All | +362.0% | +39.6% | +322.4% | +296.6% |
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 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