+272.8%
WMB vs SFM
+41.7%
+231.2%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.6% |
| 7D | -6.7% | -10.2% | +3.6% | -5.5% |
| 30D | -8.6% | -23.9% | +15.3% | -6.1% |
| 3M | -4.9% | -42.3% | +37.3% | +1.0% |
| 6M | -6.3% | -40.1% | +33.8% | -1.4% |
| YTD | +13.0% | -37.8% | +50.7% | +17.7% |
| 1Y | +14.9% | -37.1% | +52.0% | +19.5% |
| 3Y | +113.4% | +21.5% | +91.8% | +99.3% |
| 5Y | +190.2% | +103.8% | +86.4% | +146.0% |
| 10Y | +259.9% | +142.0% | +117.9% | +185.2% |
| All | +272.8% | +41.7% | +231.2% | +215.3% |
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