+63.8%
WEC vs SFM
+23.1%
+40.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +1.1% |
| 7D | +0.2% | -10.2% | +10.4% | +0.7% |
| 30D | +12.9% | -23.9% | +36.8% | +14.3% |
| 3M | +9.8% | -42.3% | +52.0% | +13.1% |
| 6M | +6.7% | -40.1% | +46.9% | +9.5% |
| YTD | +14.0% | -37.8% | +51.7% | +16.3% |
| 1Y | +7.3% | -37.1% | +44.4% | +9.4% |
| 3Y | +63.8% | +21.5% | +42.2% | +50.3% |
| All | +63.8% | +23.1% | +40.7% | +50.3% |
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