-32.5%
WBD vs SFM
+132.6%
-165.1%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.9% |
| 7D | -1.8% | -0.1% | -1.7% | -1.8% |
| 30D | +8.8% | -4.4% | +13.1% | +9.4% |
| 3M | +4.6% | +1.5% | +3.1% | +3.9% |
| 6M | +1.1% | +6.5% | -5.4% | -0.9% |
| YTD | -2.0% | +2.2% | -4.1% | -3.5% |
| 1Y | +140.0% | -41.9% | +181.9% | +157.7% |
| 3Y | +144.4% | +106.8% | +37.6% | +112.2% |
| 5Y | -0.2% | +231.6% | -231.8% | -20.3% |
| 10Y | +9.1% | +258.4% | -249.3% | -17.2% |
| All | -32.5% | +132.6% | -165.1% | -45.6% |
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