-2.0%
WST vs SFM
+105.4%
-107.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.8% | +6.7% | +2.2% |
| 7D | -3.1% | -1.2% | -1.9% | -3.1% |
| 30D | +9.1% | -24.8% | +33.9% | +11.2% |
| 3M | +14.7% | -43.7% | +58.4% | +19.9% |
| 6M | +28.0% | -37.3% | +65.3% | +32.1% |
| YTD | +45.6% | -38.4% | +84.0% | +50.0% |
| 1Y | +45.7% | -36.9% | +82.6% | +49.6% |
| 3Y | +21.1% | +20.7% | +0.4% | +6.5% |
| All | -2.0% | +105.4% | -107.3% | -17.9% |
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