+120.0%
SRE vs WAT
+166.5%
-46.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | -0.7% | -2.9% | +2.2% | -0.1% |
| 30D | -1.7% | -3.2% | +1.5% | -1.2% |
| 3M | -7.1% | +10.6% | -17.7% | -9.4% |
| 6M | -8.4% | +34.0% | -42.4% | -15.1% |
| YTD | -3.5% | +5.7% | -9.3% | -6.0% |
| 1Y | +5.4% | +37.1% | -31.7% | -4.0% |
| 3Y | +29.5% | +52.4% | -22.9% | +9.9% |
| 5Y | +48.3% | -4.4% | +52.7% | +42.3% |
| All | +120.0% | +166.5% | -46.5% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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