+330.8%
WM vs SFM
+137.0%
+193.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | 0.0% | +1.4% |
| 7D | +1.2% | -0.4% | +1.6% | +1.2% |
| 30D | +15.2% | -19.2% | +34.5% | +17.3% |
| 3M | +8.3% | -40.3% | +48.6% | +13.7% |
| 6M | +13.1% | -40.9% | +54.0% | +18.6% |
| YTD | +12.5% | -35.5% | +48.0% | +16.4% |
| 1Y | +21.8% | -37.4% | +59.2% | +26.3% |
| 3Y | +48.8% | +25.5% | +23.3% | +39.2% |
| 5Y | +62.1% | +113.0% | -50.9% | +39.3% |
| All | +330.8% | +137.0% | +193.8% | +250.2% |
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 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