+451.1%
WST vs SFM
+138.5%
+312.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +1.4% | -6.9% | +8.3% | +2.0% |
| 30D | +12.7% | -25.0% | +37.7% | +15.0% |
| 3M | +17.2% | -42.7% | +59.9% | +22.4% |
| 6M | +26.7% | -41.0% | +67.7% | +31.6% |
| YTD | +50.3% | -38.7% | +88.9% | +55.1% |
| 1Y | +50.2% | -38.1% | +88.4% | +54.8% |
| 3Y | +21.7% | +19.3% | +2.4% | +13.0% |
| 5Y | +2.0% | +103.1% | -101.1% | -11.7% |
| 10Y | +451.1% | +131.1% | +320.0% | +364.2% |
| All | +451.1% | +138.5% | +312.6% | +364.2% |
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