+89.8%
SFM vs WTW
+254.9%
-165.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.8% | -3.7% | -5.9% |
| 7D | -5.8% | -2.7% | -3.1% | -5.2% |
| 30D | -11.4% | -5.6% | -5.7% | -10.2% |
| 3M | -12.2% | +26.5% | -38.7% | -16.3% |
| 6M | -5.2% | +8.1% | -13.3% | -7.2% |
| YTD | -4.5% | -0.3% | -4.2% | -4.9% |
| 1Y | -45.4% | -0.9% | -44.5% | -45.6% |
| 3Y | +91.1% | +66.6% | +24.5% | +68.1% |
| 5Y | +226.8% | +54.0% | +172.8% | +189.7% |
| 10Y | +291.9% | +198.1% | +93.8% | +195.2% |
| All | +89.8% | +254.9% | -165.1% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling