+302.1%
WMB vs SFM
+293.3%
+8.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.5% | +8.8% | +3.1% |
| 7D | +0.8% | -5.8% | +6.6% | +1.5% |
| 30D | +7.7% | -11.4% | +19.1% | +9.2% |
| 3M | +6.7% | -12.2% | +18.9% | +8.0% |
| 6M | +3.6% | -5.2% | +8.8% | +3.5% |
| YTD | +28.0% | -4.5% | +32.5% | +27.4% |
| 1Y | +37.6% | -45.4% | +83.0% | +47.2% |
| 3Y | +149.0% | +91.1% | +57.9% | +122.7% |
| 5Y | +285.3% | +226.8% | +58.5% | +212.3% |
| 10Y | +302.1% | +291.9% | +10.2% | +206.7% |
| All | +302.1% | +293.3% | +8.7% | +206.7% |
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