+1,019.5%
WST vs SFM
+40.3%
+979.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.8% | +6.7% | +2.3% |
| 7D | -3.1% | -1.2% | -1.9% | -3.1% |
| 30D | +9.1% | -24.8% | +33.9% | +11.4% |
| 3M | +14.7% | -43.7% | +58.4% | +20.3% |
| 6M | +28.0% | -37.3% | +65.3% | +32.4% |
| YTD | +45.6% | -38.4% | +84.0% | +50.4% |
| 1Y | +45.7% | -36.9% | +82.6% | +50.0% |
| 3Y | +21.1% | +20.7% | +0.4% | +12.9% |
| 5Y | +0.3% | +103.5% | -103.2% | -12.7% |
| 10Y | +449.0% | +139.7% | +309.3% | +356.0% |
| All | +1,019.5% | +40.3% | +979.2% | +876.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling