+4,111.7%
WDC vs SRE
+1,451.4%
+2,660.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.7% | -5.3% |
| 7D | +12.1% | +1.8% | +10.3% | +11.3% |
| 30D | -18.8% | -3.0% | -15.8% | -17.6% |
| 3M | -39.3% | -7.3% | -32.1% | -37.4% |
| 6M | -40.1% | -11.9% | -28.2% | -37.2% |
| YTD | +71.8% | -7.9% | +79.7% | +76.5% |
| 1Y | +88.5% | -11.1% | +99.6% | +96.6% |
| 3Y | +770.0% | +24.8% | +745.2% | +663.2% |
| 5Y | +549.0% | +52.4% | +496.7% | +416.5% |
| 10Y | +650.3% | +127.9% | +522.4% | +393.8% |
| All | +4,111.7% | +1,451.4% | +2,660.3% | +1,655.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling