-9.2%
WY vs SFM
-46.9%
+37.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.4% | -2.7% |
| 7D | -3.7% | -8.8% | +5.1% | -3.8% |
| 30D | -11.3% | -14.5% | +3.2% | -11.5% |
| 3M | -8.1% | -16.8% | +8.7% | -8.3% |
| 6M | -7.4% | -5.3% | -2.1% | -7.5% |
| YTD | -4.7% | -9.4% | +4.7% | -4.7% |
| 1Y | -9.2% | -46.2% | +37.0% | -3.2% |
| All | -9.2% | -46.9% | +37.7% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling