+1,309.1%
WDC vs SFM
+280.6%
+1,028.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +5.0% | +1.4% |
| 7D | +7.5% | -7.2% | +14.6% | +8.2% |
| 30D | +10.1% | -14.3% | +24.4% | +11.5% |
| 3M | -6.8% | -13.7% | +6.9% | -6.0% |
| 6M | +84.1% | -6.0% | +90.2% | +82.9% |
| YTD | +180.3% | -8.2% | +188.5% | +178.2% |
| 1Y | +411.1% | -46.2% | +457.3% | +443.4% |
| 3Y | +1,375.0% | +83.6% | +1,291.4% | +1,215.6% |
| 5Y | +991.6% | +212.7% | +778.9% | +794.6% |
| 10Y | +1,309.1% | +273.0% | +1,036.1% | +1,035.7% |
| All | +1,309.1% | +280.6% | +1,028.5% | +1,035.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling