+113.2%
WDC vs SFM
-35.8%
+149.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +3.6% | -10.4% | -5.7% |
| 7D | -18.3% | -12.3% | -6.1% | -19.7% |
| 30D | -26.7% | -16.2% | -10.5% | -28.8% |
| 3M | -40.9% | -36.8% | -4.2% | -47.3% |
| 6M | -26.8% | -32.6% | +5.8% | -32.6% |
| YTD | +88.2% | -31.7% | +119.9% | +75.2% |
| 1Y | +113.2% | -35.0% | +148.2% | +96.6% |
| All | +113.2% | -35.8% | +149.0% | +96.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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