+345.2%
WDC vs SE
+366.0%
-20.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | -28.0% | +2.0% | -30.0% | -28.2% |
| 30D | -34.9% | -20.0% | -14.9% | -31.6% |
| 3M | -41.6% | -31.8% | -9.8% | -36.7% |
| 6M | -45.4% | -15.9% | -29.5% | -44.2% |
| YTD | +53.3% | -40.6% | +93.9% | +68.7% |
| 1Y | +61.5% | -50.7% | +112.2% | +85.7% |
| 3Y | +712.3% | +70.3% | +642.1% | +580.5% |
| 5Y | +524.2% | -78.8% | +603.1% | +649.3% |
| All | +345.2% | +366.0% | -20.8% | +138.4% |
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