+1,434.4%
SRE vs BWA
+1,279.4%
+155.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +1.8% | +4.3% | -2.5% | +0.9% |
| 30D | -3.0% | -13.0% | +10.0% | -0.3% |
| 3M | -7.3% | -24.8% | +17.6% | -2.2% |
| 6M | -11.9% | -23.5% | +11.6% | -7.9% |
| YTD | -7.9% | +13.8% | -21.7% | -12.3% |
| 1Y | -11.1% | +13.4% | -24.6% | -15.4% |
| 3Y | +24.8% | +62.8% | -38.0% | +8.5% |
| 5Y | +52.4% | +28.5% | +23.9% | +36.2% |
| 10Y | +127.9% | +95.4% | +32.5% | +74.9% |
| All | +1,434.4% | +1,279.4% | +155.0% | +595.5% |
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