+102.9%
SFM vs WCN
+531.3%
-428.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.0% | +3.3% |
| 7D | -0.1% | -0.6% | +0.6% | +0.1% |
| 30D | -4.4% | +0.4% | -4.8% | -4.5% |
| 3M | +1.5% | +7.3% | -5.8% | -1.3% |
| 6M | +6.5% | -2.5% | +9.0% | +6.8% |
| YTD | +2.2% | -5.4% | +7.5% | +3.3% |
| 1Y | -41.9% | -8.5% | -33.4% | -40.6% |
| 3Y | +106.8% | +20.8% | +86.0% | +90.7% |
| 5Y | +231.6% | +30.0% | +201.5% | +196.4% |
| 10Y | +258.4% | +238.4% | +20.0% | +135.1% |
| All | +102.9% | +531.3% | -428.3% | +7.7% |
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