+38.2%
WBD vs SE
+553.8%
-515.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.3% |
| 7D | -0.7% | -5.2% | +4.5% | +0.1% |
| 30D | +1.4% | -17.1% | +18.5% | +4.5% |
| 3M | +4.4% | +24.0% | -19.6% | 0.0% |
| 6M | +0.8% | +21.0% | -20.1% | -3.5% |
| YTD | -2.7% | -16.7% | +14.0% | -1.4% |
| 1Y | +73.4% | -45.9% | +119.3% | +88.4% |
| 3Y | +142.1% | +177.8% | -35.7% | +96.3% |
| 5Y | +7.2% | -67.4% | +74.6% | +4.7% |
| All | +38.2% | +553.8% | -515.6% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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