+714.0%
WDC vs SE
+569.0%
+145.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +2.0% |
| 7D | +7.5% | -3.6% | +11.1% | +8.3% |
| 30D | +10.1% | -5.3% | +15.4% | +10.8% |
| 3M | -6.8% | +28.1% | -34.9% | -13.0% |
| 6M | +84.1% | +20.7% | +63.5% | +73.2% |
| YTD | +180.3% | -14.8% | +195.0% | +184.5% |
| 1Y | +411.1% | -43.6% | +454.7% | +468.1% |
| 3Y | +1,375.0% | +184.2% | +1,190.8% | +997.8% |
| 5Y | +991.6% | -66.3% | +1,057.9% | +1,075.4% |
| All | +714.0% | +569.0% | +145.0% | +301.9% |
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