+1,394.6%
WDC vs SRE
+30.8%
+1,363.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.2% |
| 7D | +7.5% | +1.5% | +6.0% | +7.1% |
| 30D | +10.1% | +0.8% | +9.2% | +9.9% |
| 3M | -6.8% | -5.8% | -1.0% | -5.8% |
| 6M | +84.1% | -7.8% | +91.9% | +86.9% |
| YTD | +180.3% | -2.4% | +182.6% | +180.7% |
| 1Y | +411.1% | +8.9% | +402.2% | +398.6% |
| All | +1,394.6% | +30.8% | +1,363.8% | +1,331.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling