-40.1%
WDC vs SRE
-13.0%
-27.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.7% | -5.1% |
| 7D | +12.1% | +1.8% | +10.3% | +11.8% |
| 30D | -18.8% | -3.0% | -15.8% | -17.9% |
| 3M | -39.3% | -7.3% | -32.1% | -38.4% |
| 6M | -40.1% | -11.9% | -28.2% | -41.1% |
| All | -40.1% | -13.0% | -27.1% | -41.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling