+197.9%
WEC vs SFM
+140.2%
+57.7%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.8% |
| 7D | +2.3% | +6.0% | -3.7% | +1.7% |
| 30D | +11.1% | -19.5% | +30.5% | +12.9% |
| 3M | +8.4% | -37.0% | +45.5% | +12.9% |
| 6M | +7.5% | -41.0% | +48.5% | +12.5% |
| YTD | +15.3% | -34.6% | +50.0% | +18.9% |
| 1Y | +9.7% | -36.3% | +46.0% | +13.3% |
| 3Y | +64.7% | +24.5% | +40.1% | +53.0% |
| 5Y | +57.3% | +115.9% | -58.6% | +34.4% |
| All | +197.9% | +140.2% | +57.7% | +143.7% |
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