+296.4%
WBD vs SRE
+713.3%
-416.9%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.3% |
| 7D | -0.7% | +1.4% | -2.1% | -1.5% |
| 30D | +5.0% | +1.9% | +3.1% | +3.7% |
| 3M | +6.2% | -3.3% | +9.5% | +7.6% |
| 6M | +0.6% | -6.4% | +7.0% | +3.2% |
| YTD | -2.4% | -1.8% | -0.6% | -2.8% |
| 1Y | +127.7% | +10.7% | +116.9% | +112.3% |
| 3Y | +148.4% | +31.8% | +116.6% | +108.9% |
| 5Y | +4.2% | +49.2% | -45.0% | -18.3% |
| 10Y | +10.8% | +118.5% | -107.7% | -34.0% |
| All | +296.4% | +713.3% | -416.9% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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