+141.0%
WBD vs SE
+178.2%
-37.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.1% | +3.3% | -0.1% |
| 7D | -1.7% | -3.6% | +1.9% | -1.1% |
| 30D | +3.9% | -5.3% | +9.2% | +4.5% |
| 3M | +5.1% | +28.1% | -23.0% | -0.2% |
| 6M | +0.6% | +20.7% | -20.1% | -3.9% |
| YTD | -3.2% | -14.8% | +11.6% | -1.5% |
| 1Y | +127.7% | -43.6% | +171.2% | +152.4% |
| All | +141.0% | +178.2% | -37.2% | +121.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling