-22.3%
WY vs SFM
+96.9%
-119.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -1.1% |
| 7D | -2.1% | -5.8% | +3.8% | -1.8% |
| 30D | -10.5% | -11.4% | +0.9% | -10.0% |
| 3M | -4.9% | -12.2% | +7.3% | -4.4% |
| 6M | -4.9% | -5.2% | +0.2% | -5.0% |
| YTD | -1.7% | -4.5% | +2.8% | -1.8% |
| 1Y | -9.4% | -45.4% | +36.0% | -5.2% |
| 3Y | -22.3% | +91.1% | -113.4% | -33.3% |
| All | -22.3% | +96.9% | -119.2% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling