-36.3%
SFM vs WCC
+22.3%
-58.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.2% |
| 7D | +6.0% | +9.9% | -3.9% | +7.0% |
| 30D | -19.5% | -8.4% | -11.0% | -20.0% |
| 3M | -37.0% | -10.3% | -26.7% | -37.5% |
| 6M | -41.0% | -10.5% | -30.5% | -41.8% |
| YTD | -34.6% | +32.2% | -66.8% | -36.5% |
| 1Y | -36.3% | +25.5% | -61.8% | -38.1% |
| All | -36.3% | +22.3% | -58.6% | -38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling