+758.7%
WWD vs SFM
+39.6%
+719.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +0.5% |
| 7D | +0.4% | -6.9% | +7.3% | +1.2% |
| 30D | -0.4% | -25.0% | +24.6% | +2.2% |
| 3M | -6.1% | -42.7% | +36.6% | -0.7% |
| 6M | -9.5% | -41.0% | +31.5% | -5.2% |
| YTD | +10.8% | -38.7% | +49.5% | +14.8% |
| 1Y | +23.5% | -38.1% | +61.7% | +27.8% |
| 3Y | +151.3% | +19.3% | +131.9% | +131.1% |
| 5Y | +187.8% | +103.1% | +84.7% | +139.0% |
| 10Y | +461.1% | +131.1% | +330.0% | +333.8% |
| All | +758.7% | +39.6% | +719.1% | +602.9% |
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