+658.6%
WDC vs SFM
+46.8%
+611.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -0.8% |
| 7D | +16.3% | -0.4% | +16.7% | +16.3% |
| 30D | -18.3% | -19.2% | +1.0% | -16.9% |
| 3M | -31.4% | -40.3% | +8.9% | -28.3% |
| 6M | -36.3% | -40.9% | +4.6% | -33.6% |
| YTD | +80.8% | -35.5% | +116.4% | +84.9% |
| 1Y | +87.7% | -37.4% | +125.1% | +92.6% |
| 3Y | +819.4% | +25.5% | +794.0% | +744.4% |
| 5Y | +583.2% | +113.0% | +470.2% | +473.9% |
| 10Y | +689.8% | +136.3% | +553.4% | +529.3% |
| All | +658.6% | +46.8% | +611.8% | +568.8% |
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