+226.8%
SFM vs WCC
+229.6%
-2.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.5% | -9.0% | -6.8% |
| 7D | -5.8% | +8.5% | -14.3% | -6.6% |
| 30D | -11.4% | -1.0% | -10.4% | -11.3% |
| 3M | -12.2% | +2.1% | -14.3% | -12.7% |
| 6M | -5.2% | +36.8% | -42.0% | -8.9% |
| YTD | -4.5% | +47.7% | -52.2% | -9.3% |
| 1Y | -45.4% | +66.5% | -111.9% | -49.3% |
| 3Y | +91.1% | +134.2% | -43.1% | +66.5% |
| 5Y | +226.8% | +231.6% | -4.8% | +182.0% |
| All | +226.8% | +229.6% | -2.8% | +182.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling