-49.1%
SFM vs WETO
-99.4%
+50.3%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +0.7% |
| 7D | -10.6% | -4.3% | -6.3% | -10.6% |
| 30D | -15.5% | -39.9% | +24.4% | -14.9% |
| 3M | -17.4% | -97.9% | +80.5% | -17.7% |
| 6M | -3.4% | -95.0% | +91.6% | -3.6% |
| YTD | -8.7% | -97.2% | +88.5% | -8.3% |
| 1Y | -47.2% | -98.9% | +51.7% | -47.2% |
| All | -49.1% | -99.4% | +50.3% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling