+131.1%
SFM vs WCC
+460.5%
-329.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -6.9% | -9.9% | +3.0% | -6.2% |
| 30D | -25.0% | -13.4% | -11.6% | -24.3% |
| 3M | -42.7% | -13.5% | -29.3% | -42.4% |
| 6M | -41.0% | -10.6% | -30.4% | -41.1% |
| YTD | -38.7% | +30.1% | -68.7% | -41.4% |
| 1Y | -38.1% | +22.3% | -60.5% | -40.5% |
| 3Y | +19.3% | +130.3% | -110.9% | +4.4% |
| 5Y | +103.1% | +144.5% | -41.4% | +72.8% |
| 10Y | +131.1% | +431.8% | -300.8% | +67.9% |
| All | +131.1% | +460.5% | -329.5% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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