+39.2%
WBD vs SE
+589.8%
-550.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -1.8% | -6.1% | +4.3% | -0.8% |
| 30D | +8.8% | -2.5% | +11.2% | +8.9% |
| 3M | +4.6% | +21.7% | -17.1% | +0.6% |
| 6M | +1.1% | +27.0% | -25.9% | -4.1% |
| YTD | -2.0% | -12.1% | +10.2% | -1.5% |
| 1Y | +140.0% | -40.9% | +180.9% | +157.1% |
| 3Y | +144.4% | +191.0% | -46.6% | +96.6% |
| 5Y | -0.2% | -68.3% | +68.1% | -2.8% |
| All | +39.2% | +589.8% | -550.6% | -9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling