-26.1%
WBD vs SFM
+85.5%
-111.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +205.5% | +58.5% | +147.0% | +156.6% |
| 7D | +205.5% | +58.5% | +147.0% | +156.6% |
| 30D | +205.5% | +58.5% | +147.0% | +156.6% |
| 3M | +205.5% | +58.5% | +147.0% | +156.6% |
| 6M | +205.5% | +58.5% | +147.0% | +156.6% |
| YTD | +205.5% | +58.5% | +147.0% | +156.6% |
| 1Y | +205.5% | +58.5% | +147.0% | +156.6% |
| 3Y | +206.7% | +53.3% | +153.4% | +158.9% |
| 5Y | +18.4% | +193.1% | -174.7% | -10.2% |
| 10Y | +11.8% | +215.5% | -203.7% | -19.5% |
| All | -26.1% | +85.5% | -111.5% | -42.7% |
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 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