-13.7%
SFM vs WETO
-97.8%
+84.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.1% | +1.2% | -4.0% |
| 7D | -7.2% | -38.7% | +31.5% | -7.4% |
| 30D | -14.3% | -51.3% | +37.0% | -13.8% |
| 3M | -13.7% | -97.8% | +84.1% | -15.8% |
| All | -13.7% | -97.8% | +84.1% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 3mo: compounded portfolio wealth divided by compounded WETO 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…
3mo analysis · Full analysis span regression · Available span rolling