+1,434.4%
SRE vs WAT
+3,020.3%
-1,585.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +1.8% | +0.6% | +1.2% | +1.6% |
| 30D | -3.0% | +5.4% | -8.4% | -3.8% |
| 3M | -7.3% | +11.3% | -18.6% | -8.9% |
| 6M | -11.9% | +37.4% | -49.3% | -16.4% |
| YTD | -7.9% | +21.2% | -29.0% | -11.5% |
| 1Y | -11.1% | +21.3% | -32.5% | -14.7% |
| 3Y | +24.8% | +83.4% | -58.6% | +10.3% |
| 5Y | +52.4% | +29.0% | +23.4% | +40.8% |
| 10Y | +127.9% | +223.9% | -96.0% | +82.0% |
| All | +1,434.4% | +3,020.3% | -1,585.9% | +996.4% |
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