+102.9%
SFM vs WCC
+376.4%
-273.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.9% | -1.0% | +2.4% |
| 7D | -0.1% | +4.5% | -4.5% | -0.6% |
| 30D | -4.4% | -5.8% | +1.4% | -3.7% |
| 3M | +1.5% | -3.7% | +5.2% | +1.6% |
| 6M | +6.5% | +23.1% | -16.6% | +2.8% |
| YTD | +2.2% | +44.2% | -42.0% | -3.6% |
| 1Y | -41.9% | +62.1% | -104.0% | -46.5% |
| 3Y | +106.8% | +121.1% | -14.4% | +78.2% |
| 5Y | +231.6% | +214.0% | +17.6% | +164.9% |
| 10Y | +258.4% | +472.8% | -214.4% | +150.1% |
| All | +102.9% | +376.4% | -273.5% | +49.6% |
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