+193.2%
WEC vs SFM
+140.8%
+52.4%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.5% | -3.1% | +0.1% |
| 7D | -0.5% | -7.1% | +6.5% | +0.1% |
| 30D | +12.0% | -21.4% | +33.4% | +14.1% |
| 3M | +11.1% | -40.1% | +51.2% | +16.3% |
| 6M | +6.0% | -38.0% | +44.0% | +10.2% |
| YTD | +14.3% | -36.5% | +50.8% | +18.1% |
| 1Y | +8.0% | -35.2% | +43.2% | +11.3% |
| 3Y | +62.8% | +23.5% | +39.4% | +51.3% |
| 5Y | +55.3% | +109.7% | -54.4% | +33.2% |
| 10Y | +193.2% | +132.6% | +60.6% | +139.4% |
| All | +193.2% | +140.8% | +52.4% | +139.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling