+259.5%
WMB vs SFM
+40.3%
+219.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.8% | +4.6% | +0.3% |
| 7D | -13.8% | -1.2% | -12.6% | -13.9% |
| 30D | -10.3% | -24.8% | +14.4% | -7.8% |
| 3M | -10.1% | -43.7% | +33.6% | -4.2% |
| 6M | -11.8% | -37.3% | +25.4% | -7.8% |
| YTD | +8.9% | -38.4% | +47.3% | +13.6% |
| 1Y | +14.0% | -36.9% | +50.9% | +18.4% |
| 3Y | +100.5% | +20.7% | +79.9% | +87.5% |
| 5Y | +179.5% | +103.5% | +76.0% | +136.9% |
| 10Y | +272.7% | +139.7% | +133.0% | +195.7% |
| All | +259.5% | +40.3% | +219.3% | +204.4% |
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