+51.3%
SRE vs WAB
+216.9%
-165.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | -1.1% | +7.9% | -9.0% | -3.3% |
| 30D | -4.1% | +4.9% | -9.0% | -5.6% |
| 3M | -7.3% | +1.8% | -9.1% | -8.0% |
| 6M | -14.1% | +12.0% | -26.1% | -17.5% |
| YTD | -8.5% | +41.3% | -49.8% | -18.4% |
| 1Y | -12.0% | +43.8% | -55.8% | -22.1% |
| 3Y | +23.4% | +171.1% | -147.7% | -13.1% |
| 5Y | +51.3% | +217.7% | -166.4% | +1.0% |
| All | +51.3% | +216.9% | -165.6% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling