+91.1%
SFM vs WCN
+19.6%
+71.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.0% | -5.5% | -6.2% |
| 7D | -5.8% | -0.4% | -5.4% | -5.7% |
| 30D | -11.4% | -2.1% | -9.2% | -10.7% |
| 3M | -12.2% | +6.4% | -18.6% | -14.4% |
| 6M | -5.2% | -3.7% | -1.5% | -4.2% |
| YTD | -4.5% | -6.4% | +1.9% | -2.7% |
| 1Y | -45.4% | -7.9% | -37.4% | -43.9% |
| 3Y | +91.1% | +20.8% | +70.3% | +81.8% |
| All | +91.1% | +19.6% | +71.4% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling