+118.2%
SRE vs GWW
+570.2%
-451.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -0.8% | -3.4% | +2.5% | +0.1% |
| 30D | -3.0% | -1.9% | -1.1% | -2.5% |
| 3M | -8.3% | -2.4% | -5.9% | -7.9% |
| 6M | -8.9% | +15.7% | -24.6% | -12.9% |
| YTD | -4.3% | +27.6% | -31.9% | -11.2% |
| 1Y | +2.7% | +27.2% | -24.5% | -4.7% |
| 3Y | +28.7% | +89.7% | -61.0% | +5.6% |
| 5Y | +47.1% | +223.9% | -176.8% | +3.0% |
| All | +118.2% | +570.2% | -451.9% | +37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling