-35.0%
SFM vs WSM
+44.0%
-79.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.5% | -2.8% | +3.5% |
| 7D | -12.3% | +8.0% | -20.3% | -12.3% |
| 30D | -16.2% | +13.5% | -29.7% | -16.3% |
| 3M | -36.8% | +8.8% | -45.6% | -37.0% |
| 6M | -32.6% | +54.7% | -87.3% | -32.4% |
| YTD | -31.7% | +53.3% | -85.0% | -32.9% |
| 1Y | -35.0% | +41.1% | -76.1% | -34.3% |
| All | -35.0% | +44.0% | -79.0% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 1y: compounded portfolio wealth divided by compounded WSM 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…
1y analysis · Full analysis span regression · 6 months rolling