+1,423.6%
SRE vs WAB
+2,474.7%
-1,051.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | -1.1% | +7.9% | -9.0% | -2.7% |
| 30D | -4.1% | +4.9% | -9.0% | -5.2% |
| 3M | -7.3% | +1.8% | -9.1% | -7.8% |
| 6M | -14.1% | +12.0% | -26.1% | -16.5% |
| YTD | -8.5% | +41.3% | -49.8% | -15.4% |
| 1Y | -12.0% | +43.8% | -55.8% | -19.0% |
| 3Y | +23.4% | +171.1% | -147.7% | -1.1% |
| 5Y | +51.3% | +217.7% | -166.4% | +16.4% |
| 10Y | +126.3% | +272.3% | -146.1% | +60.0% |
| All | +1,423.6% | +2,474.7% | -1,051.0% | +574.3% |
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