+1,507.7%
SRE vs BWA
+1,730.7%
-223.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -1.2% |
| 7D | -0.3% | +5.7% | -6.0% | -1.5% |
| 30D | -0.7% | +1.4% | -2.1% | -1.2% |
| 3M | -6.3% | -12.1% | +5.8% | -4.4% |
| 6M | -10.7% | +28.6% | -39.2% | -16.0% |
| YTD | -3.5% | +51.1% | -54.6% | -13.0% |
| 1Y | +5.3% | +55.9% | -50.6% | -5.9% |
| 3Y | +31.8% | +70.1% | -38.3% | +13.6% |
| 5Y | +47.4% | +90.7% | -43.3% | +21.5% |
| 10Y | +120.6% | +154.0% | -33.4% | +60.8% |
| All | +1,507.7% | +1,730.7% | -223.0% | +589.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling