+6,557.2%
WDC vs SRE
+1,525.5%
+5,031.6%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.5% | +6.1% |
| 7D | +1.7% | -0.3% | +2.1% | +1.8% |
| 30D | -10.0% | -0.7% | -9.2% | -9.8% |
| 3M | -18.8% | -6.3% | -12.4% | -16.9% |
| 6M | +79.0% | -10.7% | +89.7% | +86.6% |
| YTD | +171.6% | -3.5% | +175.0% | +173.4% |
| 1Y | +417.4% | +5.3% | +412.1% | +400.8% |
| 3Y | +1,251.8% | +31.8% | +1,220.0% | +1,055.1% |
| 5Y | +911.7% | +47.4% | +864.3% | +715.3% |
| 10Y | +1,399.6% | +120.6% | +1,279.1% | +897.0% |
| All | +6,557.2% | +1,525.5% | +5,031.6% | +2,619.1% |
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 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