-15.1%
WST vs SFM
+107.8%
-122.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.0% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | -3.1% | -4.4% | +1.2% | -3.0% |
| 3M | +7.2% | +1.5% | +5.7% | +7.1% |
| 6M | +36.8% | +6.5% | +30.3% | +35.8% |
| YTD | +23.8% | +2.2% | +21.7% | +23.1% |
| 1Y | +37.8% | -41.9% | +79.7% | +40.7% |
| All | -15.1% | +107.8% | -122.9% | -26.1% |
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