+26.1%
SFM vs WCN
+637.5%
-611.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.3% |
| 7D | -7.1% | +0.4% | -7.5% | -7.2% |
| 30D | -21.4% | +25.3% | -46.7% | -27.6% |
| 3M | -40.1% | +15.4% | -55.5% | -43.1% |
| 6M | -38.0% | +27.8% | -65.9% | -43.5% |
| YTD | -36.5% | +10.6% | -47.1% | -39.3% |
| 1Y | -35.2% | +15.8% | -51.0% | -39.1% |
| 3Y | +23.5% | +50.3% | -26.8% | +5.4% |
| 5Y | +109.7% | +46.9% | +62.8% | +79.5% |
| 10Y | +132.6% | +318.8% | -186.2% | +41.6% |
| All | +26.1% | +637.5% | -611.5% | -36.8% |
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 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