+29.8%
SFM vs WCN
+644.2%
-614.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +6.0% | +2.6% | +3.5% | +5.1% |
| 30D | -19.5% | +23.9% | -43.4% | -25.5% |
| 3M | -37.0% | +17.4% | -54.4% | -40.6% |
| 6M | -41.0% | +28.0% | -69.0% | -46.2% |
| YTD | -34.6% | +11.6% | -46.2% | -37.7% |
| 1Y | -36.3% | +16.9% | -53.1% | -40.3% |
| 3Y | +24.5% | +51.6% | -27.1% | +6.0% |
| 5Y | +115.9% | +48.0% | +67.9% | +84.3% |
| 10Y | +139.5% | +322.6% | -183.1% | +45.4% |
| All | +29.8% | +644.2% | -614.4% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling