+789.8%
WWD vs SFM
+132.6%
+657.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.9% | -1.8% | +0.7% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | -7.2% | -4.4% | -2.8% | -6.8% |
| 3M | -3.8% | +1.5% | -5.4% | -4.5% |
| 6M | -9.9% | +6.5% | -16.4% | -11.6% |
| YTD | +14.8% | +2.2% | +12.6% | +13.1% |
| 1Y | +42.1% | -41.9% | +84.0% | +50.7% |
| 3Y | +170.8% | +106.8% | +64.0% | +135.0% |
| 5Y | +197.5% | +231.6% | -34.1% | +135.3% |
| 10Y | +477.8% | +258.4% | +219.4% | +328.4% |
| All | +789.8% | +132.6% | +657.2% | +592.1% |
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