+1,507.7%
SRE vs WAB
+2,323.4%
-815.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.8% |
| 7D | -0.3% | -3.2% | +2.9% | +0.3% |
| 30D | -0.7% | -4.4% | +3.7% | +0.2% |
| 3M | -6.3% | +7.9% | -14.2% | -8.0% |
| 6M | -10.7% | +8.7% | -19.4% | -12.5% |
| YTD | -3.5% | +33.0% | -36.4% | -9.4% |
| 1Y | +5.3% | +46.7% | -41.4% | -3.4% |
| 3Y | +31.8% | +153.0% | -121.2% | +7.2% |
| 5Y | +47.4% | +222.3% | -174.9% | +13.2% |
| 10Y | +120.6% | +291.0% | -170.4% | +54.8% |
| All | +1,507.7% | +2,323.4% | -815.7% | +621.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling