+12.0%
WBD vs SFM
+268.6%
-256.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +1.2% |
| 7D | -0.6% | -8.8% | +8.2% | +0.8% |
| 30D | +4.2% | -14.5% | +18.6% | +6.5% |
| 3M | +7.5% | -16.8% | +24.3% | +10.1% |
| 6M | +1.6% | -5.3% | +6.9% | +1.3% |
| YTD | -2.2% | -9.4% | +7.2% | -2.0% |
| 1Y | +124.9% | -46.2% | +171.0% | +144.9% |
| 3Y | +149.1% | +81.3% | +67.8% | +119.9% |
| 5Y | +7.8% | +211.9% | -204.0% | -13.1% |
| All | +12.0% | +268.6% | -256.6% | -13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling