-35.0%
SFM vs WCN
+16.1%
-51.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.9% | +2.9% |
| 7D | -12.3% | +6.7% | -19.0% | -13.6% |
| 30D | -16.2% | +24.3% | -40.5% | -20.2% |
| 3M | -36.8% | +16.1% | -52.9% | -39.2% |
| 6M | -32.6% | +19.9% | -52.5% | -35.9% |
| YTD | -31.7% | +10.1% | -41.8% | -33.2% |
| 1Y | -35.0% | +14.4% | -49.4% | -38.5% |
| All | -35.0% | +16.1% | -51.1% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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