+24.2%
WST vs SFM
+27.3%
-3.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +1.2% |
| 7D | +4.2% | +6.0% | -1.8% | +4.0% |
| 30D | +11.2% | -19.5% | +30.7% | +11.9% |
| 3M | +20.4% | -37.0% | +57.4% | +22.6% |
| 6M | +37.9% | -41.0% | +78.9% | +40.7% |
| YTD | +51.8% | -34.6% | +86.4% | +53.6% |
| 1Y | +56.6% | -36.3% | +92.9% | +58.7% |
| 3Y | +24.2% | +24.5% | -0.3% | +9.8% |
| All | +24.2% | +27.3% | -3.1% | +9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling