-27.0%
WST vs SFM
+219.5%
-246.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.1% |
| 7D | -0.3% | -5.8% | +5.6% | +0.2% |
| 30D | -4.6% | -11.4% | +6.7% | -3.6% |
| 3M | +5.7% | -12.2% | +17.9% | +6.7% |
| 6M | +37.6% | -5.2% | +42.7% | +37.5% |
| YTD | +23.0% | -4.5% | +27.5% | +22.7% |
| 1Y | +33.8% | -45.4% | +79.2% | +40.5% |
| 3Y | -13.4% | +91.1% | -104.4% | -25.4% |
| 5Y | -27.0% | +226.8% | -253.7% | -37.4% |
| All | -27.0% | +219.5% | -246.5% | -37.4% |
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