+21.5%
WY vs SFM
+48.8%
-27.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | -0.8% | +6.0% | -6.9% | -1.6% |
| 30D | +10.1% | -19.5% | +29.6% | +12.8% |
| 3M | -15.4% | -37.0% | +21.6% | -10.3% |
| 6M | -8.3% | -41.0% | +32.7% | -2.3% |
| YTD | -9.8% | -34.6% | +24.8% | -5.9% |
| 1Y | -3.9% | -36.3% | +32.4% | +0.6% |
| 3Y | -23.3% | +24.5% | -47.9% | -31.3% |
| 5Y | -31.2% | +115.9% | -147.1% | -45.6% |
| 10Y | +5.5% | +139.5% | -134.0% | -22.2% |
| All | +21.5% | +48.8% | -27.3% | -8.8% |
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