+88.5%
WDC vs SFM
-36.8%
+125.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.3% | -6.3% | -4.7% |
| 7D | +12.1% | +6.0% | +6.0% | +13.5% |
| 30D | -18.8% | -19.5% | +0.7% | -22.1% |
| 3M | -39.3% | -37.0% | -2.3% | -45.8% |
| 6M | -40.1% | -41.0% | +0.9% | -47.3% |
| YTD | +71.8% | -34.6% | +106.4% | +58.8% |
| 1Y | +88.5% | -36.3% | +124.7% | +74.6% |
| All | +88.5% | -36.8% | +125.2% | +74.6% |
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