+273.0%
SFM vs WCC
+506.2%
-233.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.8% |
| 7D | -7.2% | +6.8% | -14.0% | -7.8% |
| 30D | -14.3% | -3.0% | -11.3% | -14.1% |
| 3M | -13.7% | +0.2% | -13.9% | -14.1% |
| 6M | -6.0% | +33.2% | -39.2% | -9.4% |
| YTD | -8.2% | +45.8% | -54.0% | -12.6% |
| 1Y | -46.2% | +68.4% | -114.6% | -50.0% |
| 3Y | +83.6% | +131.1% | -47.6% | +61.6% |
| 5Y | +212.7% | +225.6% | -12.9% | +160.2% |
| 10Y | +273.0% | +534.2% | -261.2% | +178.2% |
| All | +273.0% | +506.2% | -233.2% | +178.2% |
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