+50.5%
SRE vs WAT
+33.2%
+17.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | -5.6% | +0.7% | -6.4% | -5.7% |
| 30D | -4.5% | +9.0% | -13.4% | -5.6% |
| 3M | -7.7% | +13.5% | -21.2% | -9.4% |
| 6M | -14.4% | +35.3% | -49.7% | -18.3% |
| YTD | -9.4% | +24.0% | -33.4% | -12.8% |
| 1Y | -13.8% | +22.0% | -35.8% | -16.8% |
| 3Y | +22.2% | +84.0% | -61.8% | +5.6% |
| 5Y | +50.5% | +34.4% | +16.1% | +37.8% |
| All | +50.5% | +33.2% | +17.3% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling