+313.0%
WMB vs SFM
+132.6%
+180.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.8% |
| 3M | +3.1% | +1.5% | +1.6% | +2.5% |
| 6M | -0.7% | +6.5% | -7.2% | -2.3% |
| YTD | +25.2% | +2.2% | +23.0% | +23.5% |
| 1Y | +32.9% | -41.9% | +74.7% | +41.1% |
| 3Y | +140.6% | +106.8% | +33.8% | +111.7% |
| 5Y | +273.5% | +231.6% | +41.9% | +200.1% |
| 10Y | +334.2% | +258.4% | +75.8% | +229.4% |
| All | +313.0% | +132.6% | +180.5% | +230.9% |
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