+417.4%
WDC vs SRE
+4.7%
+412.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.5% | +5.9% |
| 7D | +1.7% | -0.3% | +2.1% | +1.8% |
| 30D | -10.0% | -0.7% | -9.2% | -9.7% |
| 3M | -18.8% | -6.3% | -12.4% | -18.4% |
| 6M | +79.0% | -10.7% | +89.7% | +81.0% |
| YTD | +171.6% | -3.5% | +175.0% | +175.1% |
| 1Y | +417.4% | +5.3% | +412.1% | +459.0% |
| All | +417.4% | +4.7% | +412.7% | +459.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling