+1,039.1%
WDC vs SFM
+132.6%
+906.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.9% | +3.0% | +5.6% |
| 7D | +1.7% | -0.1% | +1.8% | +1.8% |
| 30D | -10.0% | -4.4% | -5.6% | -9.7% |
| 3M | -18.8% | +1.5% | -20.3% | -19.4% |
| 6M | +79.0% | +6.5% | +72.6% | +75.5% |
| YTD | +171.6% | +2.2% | +169.4% | +166.7% |
| 1Y | +417.4% | -41.9% | +459.3% | +446.8% |
| 3Y | +1,251.8% | +106.8% | +1,145.0% | +1,084.9% |
| 5Y | +911.7% | +231.6% | +680.1% | +717.4% |
| 10Y | +1,399.6% | +258.4% | +1,141.2% | +1,048.1% |
| All | +1,039.1% | +132.6% | +906.5% | +864.5% |
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