+192.5%
WWD vs SFM
+219.5%
-27.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.5% | +4.5% | -1.5% |
| 7D | +0.8% | -5.8% | +6.6% | +1.2% |
| 30D | -6.4% | -11.4% | +4.9% | -5.7% |
| 3M | -5.6% | -12.2% | +6.6% | -4.9% |
| 6M | -9.1% | -5.2% | -3.9% | -9.3% |
| YTD | +12.5% | -4.5% | +17.0% | +12.0% |
| 1Y | +41.3% | -45.4% | +86.7% | +50.2% |
| 3Y | +170.2% | +91.1% | +79.1% | +145.8% |
| 5Y | +192.5% | +226.8% | -34.3% | +149.2% |
| All | +192.5% | +219.5% | -27.0% | +149.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling