+411.1%
WDC vs SFM
-47.5%
+458.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +5.0% | +0.4% |
| 7D | +7.5% | -7.2% | +14.6% | +6.2% |
| 30D | +10.1% | -14.3% | +24.4% | +7.5% |
| 3M | -6.8% | -13.7% | +6.9% | -8.8% |
| 6M | +84.1% | -6.0% | +90.2% | +82.0% |
| YTD | +180.3% | -8.2% | +188.5% | +179.8% |
| 1Y | +411.1% | -46.2% | +457.3% | +436.2% |
| All | +411.1% | -47.5% | +458.6% | +436.2% |
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 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