+19.5%
WY vs SFM
+46.8%
-27.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.2% |
| 7D | -5.4% | -0.4% | -5.0% | -5.4% |
| 30D | +7.9% | -19.2% | +27.1% | +10.5% |
| 3M | -16.6% | -40.3% | +23.7% | -10.9% |
| 6M | -11.2% | -40.9% | +29.7% | -5.4% |
| YTD | -11.3% | -35.5% | +24.2% | -7.3% |
| 1Y | -5.5% | -37.4% | +31.9% | -0.9% |
| 3Y | -25.4% | +25.5% | -50.9% | -33.3% |
| 5Y | -32.4% | +113.0% | -145.4% | -46.4% |
| 10Y | +3.8% | +136.3% | -132.6% | -23.4% |
| All | +19.5% | +46.8% | -27.3% | -10.2% |
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 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