+130.2%
SRE vs WAB
+266.7%
-136.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.6% | +0.9% |
| 7D | +1.8% | +5.1% | -3.3% | +0.4% |
| 30D | -3.0% | +4.0% | -7.0% | -4.1% |
| 3M | -7.3% | +0.1% | -7.3% | -7.5% |
| 6M | -11.9% | +12.8% | -24.7% | -15.1% |
| YTD | -7.9% | +40.1% | -47.9% | -16.5% |
| 1Y | -11.1% | +46.4% | -57.5% | -20.4% |
| 3Y | +24.8% | +167.4% | -142.6% | -6.0% |
| 5Y | +52.4% | +215.0% | -162.7% | +8.5% |
| All | +130.2% | +266.7% | -136.5% | +37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling