+31.2%
SRE vs WAT
+53.4%
-22.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +1.5% | -1.8% | +3.2% | +1.6% |
| 30D | +0.8% | -1.7% | +2.5% | +0.9% |
| 3M | -5.8% | +9.1% | -14.8% | -6.7% |
| 6M | -7.8% | +32.4% | -40.2% | -10.8% |
| YTD | -2.4% | +6.6% | -8.9% | -3.4% |
| 1Y | +8.9% | +34.7% | -25.8% | +4.3% |
| All | +31.2% | +53.4% | -22.1% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling