+4.4%
WY vs SFM
+268.6%
-264.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.4% | -2.5% |
| 7D | -3.7% | -8.8% | +5.1% | -2.4% |
| 30D | -11.3% | -14.5% | +3.2% | -9.3% |
| 3M | -8.1% | -16.8% | +8.7% | -6.0% |
| 6M | -7.4% | -5.3% | -2.1% | -7.6% |
| YTD | -4.7% | -9.4% | +4.7% | -4.5% |
| 1Y | -9.2% | -46.2% | +37.0% | -1.5% |
| 3Y | -24.7% | +81.3% | -106.0% | -37.1% |
| 5Y | -21.6% | +211.9% | -233.4% | -43.1% |
| All | +4.4% | +268.6% | -264.2% | -34.0% |
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