+1,409.0%
SRE vs WAT
+3,092.5%
-1,683.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.8% |
| 3M | -7.7% | +13.5% | -21.2% | -9.6% |
| 6M | -14.4% | +35.3% | -49.7% | -18.6% |
| YTD | -9.4% | +24.0% | -33.4% | -13.2% |
| 1Y | -13.8% | +22.0% | -35.8% | -17.3% |
| 3Y | +22.2% | +84.0% | -61.8% | +8.0% |
| 5Y | +50.5% | +34.4% | +16.1% | +38.2% |
| 10Y | +124.1% | +231.4% | -107.3% | +78.4% |
| All | +1,409.0% | +3,092.5% | -1,683.6% | +974.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling