+606.3%
WDC vs SFM
+41.7%
+564.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +1.0% | +8.9% | +9.8% |
| 7D | -14.4% | -10.2% | -4.2% | -13.5% |
| 30D | -27.1% | -23.9% | -3.2% | -25.5% |
| 3M | -33.3% | -42.3% | +9.0% | -30.0% |
| 6M | -39.6% | -40.1% | +0.5% | -37.3% |
| YTD | +68.4% | -37.8% | +106.2% | +72.8% |
| 1Y | +78.2% | -37.1% | +115.2% | +82.3% |
| 3Y | +772.0% | +21.5% | +750.5% | +703.0% |
| 5Y | +584.9% | +103.8% | +481.1% | +477.9% |
| 10Y | +653.4% | +142.0% | +511.5% | +497.2% |
| All | +606.3% | +41.7% | +564.7% | +524.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling