+275.6%
SFM vs WTW
+198.0%
+77.6%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -10.6% | -5.7% | -4.9% | -9.4% |
| 30D | -15.5% | -7.3% | -8.2% | -14.0% |
| 3M | -17.4% | +21.5% | -38.9% | -20.4% |
| 6M | -3.4% | +9.6% | -13.1% | -5.7% |
| YTD | -8.7% | -3.3% | -5.4% | -8.4% |
| 1Y | -47.2% | -6.1% | -41.0% | -46.6% |
| 3Y | +82.7% | +61.8% | +20.9% | +62.6% |
| 5Y | +214.3% | +42.7% | +171.6% | +184.4% |
| All | +275.6% | +198.0% | +77.6% | +204.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling