+275.6%
SFM vs WCN
+235.9%
+39.8%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -10.6% | -3.1% | -7.5% | -9.6% |
| 30D | -15.5% | -3.4% | -12.1% | -14.4% |
| 3M | -17.4% | +3.0% | -20.4% | -18.5% |
| 6M | -3.4% | -3.8% | +0.3% | -2.6% |
| YTD | -8.7% | -8.3% | -0.4% | -6.5% |
| 1Y | -47.2% | -9.7% | -37.4% | -45.7% |
| 3Y | +82.7% | +17.2% | +65.6% | +70.1% |
| 5Y | +214.3% | +25.3% | +189.0% | +183.9% |
| All | +275.6% | +235.9% | +39.8% | +179.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling