+40.8%
WEC vs SFM
+96.9%
-56.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.6% | +1.5% |
| 7D | +0.8% | -5.8% | +6.6% | +1.2% |
| 30D | +0.3% | -11.4% | +11.7% | +1.1% |
| 3M | -2.9% | -12.2% | +9.3% | -2.2% |
| 6M | -5.9% | -5.2% | -0.8% | -5.9% |
| YTD | +4.1% | -4.5% | +8.6% | +3.9% |
| 1Y | +3.1% | -45.4% | +48.5% | +7.1% |
| 3Y | +40.8% | +91.1% | -50.3% | +21.7% |
| All | +40.8% | +96.9% | -56.1% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling