-7.7%
SRE vs WAB
+46.5%
-54.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.1% |
| 7D | -2.1% | +4.5% | -6.6% | -2.9% |
| 30D | +6.1% | +1.1% | +5.0% | +5.8% |
| 3M | -3.5% | -1.3% | -2.3% | -3.3% |
| 6M | -10.8% | +12.7% | -23.5% | -13.4% |
| YTD | -4.0% | +38.7% | -42.6% | -11.1% |
| 1Y | -7.7% | +44.9% | -52.6% | -14.4% |
| All | -7.7% | +46.5% | -54.2% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling