+23.6%
SFM vs WCC
+329.6%
-306.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +8.1% | -7.2% | +0.1% |
| 7D | -10.2% | -5.7% | -4.5% | -9.8% |
| 30D | -23.9% | -13.5% | -10.4% | -23.1% |
| 3M | -42.3% | -12.9% | -29.4% | -41.8% |
| 6M | -40.1% | -10.7% | -29.5% | -40.2% |
| YTD | -37.8% | +30.0% | -67.8% | -41.1% |
| 1Y | -37.1% | +24.7% | -61.8% | -40.1% |
| 3Y | +21.5% | +136.6% | -115.0% | +3.0% |
| 5Y | +103.8% | +143.9% | -40.1% | +67.0% |
| 10Y | +142.0% | +465.9% | -324.0% | +65.1% |
| All | +23.6% | +329.6% | -306.0% | -8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling