-19.8%
WY vs SFM
+217.9%
-237.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | -0.1% |
| 7D | -1.7% | -7.2% | +5.5% | -1.0% |
| 30D | -9.9% | -14.3% | +4.5% | -8.5% |
| 3M | -7.5% | -13.7% | +6.2% | -6.4% |
| 6M | -5.1% | -6.0% | +0.9% | -5.2% |
| YTD | -2.1% | -8.2% | +6.1% | -2.0% |
| 1Y | -7.3% | -46.2% | +38.9% | -1.0% |
| 3Y | -22.6% | +83.6% | -106.2% | -34.6% |
| 5Y | -19.8% | +212.7% | -232.5% | -44.1% |
| All | -19.8% | +217.9% | -237.7% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling