+336.4%
WM vs SFM
+138.2%
+198.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.8% | +2.8% | -1.6% |
| 7D | +1.2% | -1.2% | +2.4% | +1.3% |
| 30D | +13.1% | -24.8% | +37.8% | +15.9% |
| 3M | +3.6% | -43.7% | +47.3% | +9.4% |
| 6M | +8.1% | -37.3% | +45.3% | +12.5% |
| YTD | +8.9% | -38.4% | +47.3% | +13.2% |
| 1Y | +20.3% | -36.9% | +57.3% | +24.6% |
| 3Y | +46.2% | +20.7% | +25.5% | +37.3% |
| 5Y | +59.9% | +103.5% | -43.6% | +38.0% |
| All | +336.4% | +138.2% | +198.2% | +258.7% |
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