+212.7%
SFM vs WSM
+182.5%
+30.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | -7.2% | +2.6% | -9.8% | -7.5% |
| 30D | -14.3% | -9.3% | -5.0% | -13.1% |
| 3M | -13.7% | +7.1% | -20.8% | -14.8% |
| 6M | -6.0% | +21.7% | -27.7% | -9.2% |
| YTD | -8.2% | +28.7% | -37.0% | -12.4% |
| 1Y | -46.2% | +13.9% | -60.1% | -47.8% |
| 3Y | +83.6% | +232.2% | -148.6% | +41.3% |
| 5Y | +212.7% | +176.4% | +36.3% | +139.7% |
| All | +212.7% | +182.5% | +30.2% | +139.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling