+428.8%
WDC vs SE
+355.3%
+73.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.7% | +12.0% | +9.2% |
| 7D | -3.2% | -7.7% | +4.5% | -1.3% |
| 30D | -19.0% | -22.8% | +3.8% | -14.3% |
| 3M | -28.4% | -43.7% | +15.3% | -18.8% |
| 6M | -39.2% | -12.8% | -26.4% | -38.4% |
| YTD | +82.1% | -42.0% | +124.1% | +101.4% |
| 1Y | +84.7% | -48.0% | +132.7% | +109.6% |
| 3Y | +825.6% | +62.7% | +763.0% | +683.4% |
| 5Y | +608.2% | -77.8% | +686.0% | +739.7% |
| All | +428.8% | +355.3% | +73.5% | +184.5% |
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 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