+39.8%
WBD vs SE
-32.9%
+72.7%
-10.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +0.9% | +12.9% | +13.7% |
| 7D | +13.8% | +0.9% | +12.9% | +13.7% |
| 30D | +13.8% | +0.9% | +12.9% | +13.7% |
| 3M | +13.8% | +0.9% | +12.9% | +13.7% |
| 6M | +13.3% | +17.7% | -4.4% | +12.5% |
| YTD | +7.4% | -24.1% | +31.5% | +8.0% |
| All | +39.8% | -32.9% | +72.7% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling