+48.6%
SRE vs BWA
+89.5%
-40.9%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | +1.5% | +0.1% | +1.3% | +1.4% |
| 30D | +0.8% | -5.6% | +6.4% | +1.6% |
| 3M | -5.8% | -10.7% | +4.9% | -4.3% |
| 6M | -7.8% | +23.2% | -31.0% | -11.9% |
| YTD | -2.4% | +46.0% | -48.3% | -10.4% |
| 1Y | +8.9% | +51.2% | -42.3% | -0.9% |
| 3Y | +31.1% | +69.6% | -38.5% | +13.8% |
| 5Y | +48.6% | +86.6% | -38.0% | +23.8% |
| All | +48.6% | +89.5% | -40.9% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 5y: compounded portfolio wealth divided by compounded BWA 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…
5y analysis · Full analysis span regression · 6 months rolling