+63.3%
WM vs SFM
+118.6%
-55.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.1% | +6.3% | +1.6% |
| 7D | +4.5% | +7.5% | -3.0% | +3.8% |
| 30D | +16.1% | -20.8% | +36.9% | +18.0% |
| 3M | +8.0% | -39.4% | +47.4% | +12.5% |
| 6M | +8.4% | -34.5% | +42.9% | +11.8% |
| YTD | +11.2% | -35.2% | +46.4% | +14.5% |
| 1Y | +22.3% | -35.3% | +57.6% | +25.9% |
| 3Y | +50.2% | +23.9% | +26.3% | +41.1% |
| 5Y | +63.3% | +113.8% | -50.6% | +41.0% |
| All | +63.3% | +118.6% | -55.3% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling