+386.0%
WDC vs SRE
+7.5%
+378.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.2% | -3.2% | -4.2% |
| 7D | +4.4% | -0.7% | +5.1% | +4.5% |
| 30D | +5.3% | -1.7% | +7.0% | +5.8% |
| 3M | -5.9% | -7.1% | +1.1% | -5.3% |
| 6M | +73.2% | -8.4% | +81.6% | +75.3% |
| YTD | +167.8% | -3.5% | +171.4% | +171.4% |
| 1Y | +386.0% | +5.4% | +380.6% | +449.7% |
| All | +386.0% | +7.5% | +378.5% | +449.7% |
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