+642.9%
WDC vs SFM
+140.2%
+502.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.3% | -6.3% | -5.1% |
| 7D | +12.1% | +6.0% | +6.0% | +11.6% |
| 30D | -18.8% | -19.5% | +0.7% | -17.6% |
| 3M | -39.3% | -37.0% | -2.3% | -37.1% |
| 6M | -40.1% | -41.0% | +0.9% | -37.9% |
| YTD | +71.8% | -34.6% | +106.4% | +74.8% |
| 1Y | +88.5% | -36.3% | +124.7% | +92.3% |
| 3Y | +770.0% | +24.5% | +745.5% | +700.6% |
| 5Y | +549.0% | +115.9% | +433.2% | +446.9% |
| All | +642.9% | +140.2% | +502.7% | +500.2% |
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