-45.5%
SFM vs WCN
-8.4%
-37.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.8% | -3.9% |
| 7D | -7.2% | -1.7% | -5.4% | -7.1% |
| 30D | -14.3% | -3.0% | -11.3% | -14.2% |
| 3M | -13.7% | +2.5% | -16.3% | -14.2% |
| 6M | -6.0% | -5.7% | -0.3% | -6.7% |
| YTD | -8.2% | -7.4% | -0.8% | -9.9% |
| All | -45.5% | -8.4% | -37.1% | -44.3% |
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