+313.2%
WEC vs SFM
+39.6%
+273.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +1.4% | -6.9% | +8.3% | +1.9% |
| 30D | +12.8% | -25.0% | +37.8% | +14.9% |
| 3M | +11.2% | -42.7% | +54.0% | +15.7% |
| 6M | +6.6% | -41.0% | +47.6% | +10.4% |
| YTD | +13.8% | -38.7% | +52.5% | +17.2% |
| 1Y | +7.6% | -38.1% | +45.8% | +10.7% |
| 3Y | +62.2% | +19.3% | +42.9% | +55.1% |
| 5Y | +52.0% | +103.1% | -51.2% | +37.7% |
| 10Y | +189.4% | +131.1% | +58.3% | +154.9% |
| All | +313.2% | +39.6% | +273.5% | +268.2% |
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