+29.8%
SFM vs WSM
+1,054.8%
-1,025.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.1% | +1.1% |
| 7D | +6.0% | 0.0% | +6.1% | +6.0% |
| 30D | -19.5% | +5.1% | -24.5% | -20.2% |
| 3M | -37.0% | +5.1% | -42.1% | -37.6% |
| 6M | -41.0% | +48.6% | -89.6% | -45.0% |
| YTD | -34.6% | +44.2% | -78.8% | -39.1% |
| 1Y | -36.3% | +38.1% | -74.3% | -40.2% |
| 3Y | +24.5% | +257.2% | -232.7% | -4.8% |
| 5Y | +115.9% | +165.1% | -49.2% | +68.8% |
| 10Y | +139.5% | +1,123.6% | -984.0% | +35.3% |
| All | +29.8% | +1,054.8% | -1,025.0% | -28.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling