+144.1%
WMB vs SFM
+107.8%
+36.3%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.7% | -0.2% |
| 7D | +0.6% | -0.1% | +0.6% | +0.6% |
| 30D | +3.3% | -4.4% | +7.6% | +3.7% |
| 3M | +3.1% | +1.5% | +1.6% | +2.6% |
| 6M | -0.7% | +6.5% | -7.2% | -2.1% |
| YTD | +25.2% | +2.2% | +23.0% | +23.9% |
| 1Y | +32.9% | -41.9% | +74.7% | +43.4% |
| All | +144.1% | +107.8% | +36.3% | +132.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling