+992.6%
WDC vs SFM
+219.5%
+773.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.5% | +8.6% | +2.6% |
| 7D | +6.0% | -5.8% | +11.8% | +6.4% |
| 30D | +9.9% | -11.4% | +21.3% | +10.8% |
| 3M | -9.4% | -12.2% | +2.8% | -8.9% |
| 6M | +94.7% | -5.2% | +99.9% | +93.2% |
| YTD | +177.4% | -4.5% | +181.8% | +174.1% |
| 1Y | +412.6% | -45.4% | +458.0% | +452.9% |
| 3Y | +1,359.8% | +91.1% | +1,268.7% | +1,160.7% |
| 5Y | +992.6% | +226.8% | +765.8% | +746.2% |
| All | +992.6% | +219.5% | +773.0% | +746.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling