+363.5%
SE vs WWD
+331.1%
+32.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.4% |
| 7D | -0.5% | +4.0% | -4.4% | -2.1% |
| 30D | -20.9% | +0.4% | -21.3% | -21.2% |
| 3M | -38.9% | -7.9% | -31.0% | -37.1% |
| 6M | -19.4% | -10.6% | -8.8% | -16.6% |
| YTD | -40.9% | +9.4% | -50.3% | -44.4% |
| 1Y | -46.2% | +25.7% | -71.9% | -52.5% |
| 3Y | +63.7% | +148.5% | -84.8% | +6.8% |
| 5Y | -77.9% | +189.5% | -267.4% | -86.6% |
| All | +363.5% | +331.1% | +32.3% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 10y: compounded portfolio wealth divided by compounded WWD 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…
10y analysis · Full analysis span regression · 6 months rolling