+120.0%
SRE vs WAB
+292.7%
-172.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | -1.7% | -5.9% | +4.1% | -0.2% |
| 3M | -7.1% | +9.4% | -16.4% | -9.5% |
| 6M | -8.4% | +13.8% | -22.2% | -11.9% |
| YTD | -3.5% | +31.8% | -35.3% | -10.8% |
| 1Y | +5.4% | +48.5% | -43.1% | -5.8% |
| 3Y | +29.5% | +167.0% | -137.4% | -1.9% |
| 5Y | +48.3% | +222.3% | -174.0% | +5.8% |
| All | +120.0% | +292.7% | -172.7% | +32.0% |
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