+84.7%
WDC vs SFM
-36.1%
+120.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.5% | +4.9% | +9.1% |
| 7D | -3.2% | -7.1% | +3.8% | -5.4% |
| 30D | -19.0% | -21.4% | +2.4% | -22.8% |
| 3M | -28.4% | -40.1% | +11.7% | -37.0% |
| 6M | -39.2% | -38.0% | -1.2% | -45.5% |
| YTD | +82.1% | -36.5% | +118.6% | +66.3% |
| 1Y | +84.7% | -35.2% | +119.9% | +69.6% |
| All | +84.7% | -36.1% | +120.8% | +69.6% |
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