+1,526.3%
SRE vs GWW
+3,862.1%
-2,335.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +1.5% | -0.5% | +1.9% | +1.6% |
| 30D | +0.8% | -1.4% | +2.3% | +1.2% |
| 3M | -5.8% | -3.6% | -2.1% | -5.0% |
| 6M | -7.8% | +15.1% | -22.9% | -11.6% |
| YTD | -2.4% | +27.5% | -29.8% | -9.2% |
| 1Y | +8.9% | +29.6% | -20.7% | +0.7% |
| 3Y | +31.1% | +90.1% | -59.0% | +8.1% |
| 5Y | +48.6% | +222.6% | -174.0% | +4.9% |
| 10Y | +126.1% | +566.5% | -440.4% | +26.1% |
| All | +1,526.3% | +3,862.1% | -2,335.8% | +495.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling