+474.4%
WWD vs SFM
+268.6%
+205.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.2% | -1.3% |
| 7D | -2.9% | -8.8% | +5.9% | -2.0% |
| 30D | -6.6% | -14.5% | +7.9% | -5.2% |
| 3M | -9.3% | -16.8% | +7.5% | -7.9% |
| 6M | -13.6% | -5.3% | -8.3% | -13.9% |
| YTD | +10.4% | -9.4% | +19.7% | +10.3% |
| 1Y | +39.9% | -46.2% | +86.0% | +48.7% |
| 3Y | +165.0% | +81.3% | +83.8% | +137.8% |
| 5Y | +183.8% | +211.9% | -28.1% | +132.7% |
| All | +474.4% | +268.6% | +205.8% | +325.2% |
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 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