+10.5%
WBD vs SFM
+169.3%
-158.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +205.5% | +58.5% | +147.0% | +90.8% |
| 7D | +205.5% | +58.5% | +147.0% | +90.8% |
| 30D | +205.5% | +58.5% | +147.0% | +90.8% |
| 3M | +205.5% | +58.5% | +147.0% | +90.8% |
| 6M | +205.5% | +58.5% | +147.0% | +90.8% |
| YTD | +205.5% | +58.5% | +147.0% | +90.8% |
| 1Y | +205.5% | +58.5% | +147.0% | +90.8% |
| 3Y | +206.7% | +53.3% | +153.4% | +93.1% |
| All | +10.5% | +169.3% | -158.8% | -41.7% |
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