+851.9%
WST vs SFM
+132.6%
+719.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.7% | -1.1% |
| 7D | +0.7% | -0.1% | +0.8% | +0.7% |
| 30D | -3.1% | -4.4% | +1.2% | -2.8% |
| 3M | +7.2% | +1.5% | +5.7% | +6.8% |
| 6M | +36.8% | +6.5% | +30.3% | +35.1% |
| YTD | +23.8% | +2.2% | +21.7% | +22.7% |
| 1Y | +37.8% | -41.9% | +79.7% | +43.8% |
| 3Y | -15.9% | +106.8% | -122.7% | -25.1% |
| 5Y | -25.8% | +231.6% | -257.4% | -38.0% |
| 10Y | +319.6% | +258.4% | +61.2% | +237.3% |
| All | +851.9% | +132.6% | +719.4% | +696.2% |
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