-40.7%
WU vs SFM
+268.6%
-309.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | -5.0% | -8.8% | +3.8% | -4.2% |
| 30D | -2.3% | -14.5% | +12.2% | -1.0% |
| 3M | -3.2% | -16.8% | +13.6% | -1.9% |
| 6M | -25.0% | -5.3% | -19.7% | -25.2% |
| YTD | -21.7% | -9.4% | -12.3% | -21.6% |
| 1Y | -9.0% | -46.2% | +37.2% | -4.1% |
| 3Y | -28.9% | +81.3% | -110.1% | -36.6% |
| 5Y | -51.0% | +211.9% | -262.9% | -60.2% |
| All | -40.7% | +268.6% | -309.3% | -54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling