+466.3%
WWD vs SFM
+140.8%
+325.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.1% | +1.0% |
| 7D | +3.7% | -7.1% | +10.8% | +4.4% |
| 30D | +1.8% | -21.4% | +23.2% | +3.5% |
| 3M | -5.0% | -40.1% | +35.1% | -0.9% |
| 6M | -8.4% | -38.0% | +29.6% | -5.2% |
| YTD | +12.3% | -36.5% | +48.8% | +15.2% |
| 1Y | +26.2% | -35.2% | +61.4% | +29.2% |
| 3Y | +154.6% | +23.5% | +131.1% | +135.9% |
| 5Y | +195.3% | +109.7% | +85.5% | +150.5% |
| 10Y | +466.3% | +132.6% | +333.7% | +360.8% |
| All | +466.3% | +140.8% | +325.5% | +360.8% |
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