+577.2%
WM vs SFM
+132.6%
+444.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.5% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -2.4% | -4.4% | +2.0% | -2.0% |
| 3M | +0.4% | +1.5% | -1.1% | 0.0% |
| 6M | -9.5% | +6.5% | -16.0% | -10.5% |
| YTD | +0.5% | +2.2% | -1.7% | -0.4% |
| 1Y | -1.1% | -41.9% | +40.8% | +3.4% |
| 3Y | +46.0% | +106.8% | -60.7% | +32.3% |
| 5Y | +51.8% | +231.6% | -179.8% | +28.9% |
| 10Y | +307.5% | +258.4% | +49.1% | +231.8% |
| All | +577.2% | +132.6% | +444.6% | +455.7% |
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 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