-21.7%
WU vs SFM
+132.6%
-154.2%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.8% | -1.3% |
| 7D | -0.8% | -0.1% | -0.8% | -0.8% |
| 30D | -1.1% | -4.4% | +3.3% | -0.7% |
| 3M | -3.9% | +1.5% | -5.4% | -4.4% |
| 6M | -20.7% | +6.5% | -27.1% | -21.9% |
| YTD | -18.4% | +2.2% | -20.5% | -19.4% |
| 1Y | -8.1% | -41.9% | +33.8% | -3.3% |
| 3Y | -24.2% | +106.8% | -130.9% | -34.0% |
| 5Y | -50.4% | +231.6% | -282.0% | -60.6% |
| 10Y | -40.0% | +258.4% | -298.5% | -54.9% |
| All | -21.7% | +132.6% | -154.2% | -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 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