+328.7%
WM vs SFM
+146.8%
+181.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.8% | 0.0% |
| 7D | -0.5% | -10.2% | +9.8% | +0.6% |
| 30D | +13.3% | -23.9% | +37.2% | +16.0% |
| 3M | +4.4% | -42.3% | +46.6% | +10.0% |
| 6M | +10.8% | -40.1% | +51.0% | +16.0% |
| YTD | +9.1% | -37.8% | +46.8% | +13.2% |
| 1Y | +19.1% | -37.1% | +56.2% | +23.5% |
| 3Y | +45.7% | +21.5% | +24.1% | +36.7% |
| 5Y | +60.4% | +103.8% | -43.3% | +38.5% |
| 10Y | +328.7% | +142.0% | +186.7% | +251.3% |
| All | +328.7% | +146.8% | +181.9% | +251.3% |
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 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