-39.2%
WDC vs SE
-12.8%
-26.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.7% | +12.0% | +8.6% |
| 7D | -3.2% | -7.7% | +4.5% | -2.7% |
| 30D | -19.0% | -22.8% | +3.8% | -18.4% |
| 3M | -28.4% | -43.7% | +15.3% | -28.1% |
| 6M | -39.2% | -12.8% | -26.4% | -40.6% |
| All | -39.2% | -12.8% | -26.5% | -40.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling