+5.3%
SRE vs WCC
+61.8%
-56.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -0.9% |
| 7D | -0.3% | +4.5% | -4.8% | -0.6% |
| 30D | -0.7% | -5.8% | +5.1% | -0.3% |
| 3M | -6.3% | -3.7% | -2.7% | -6.1% |
| 6M | -10.7% | +23.1% | -33.7% | -12.8% |
| YTD | -3.5% | +44.2% | -47.6% | -6.8% |
| 1Y | +5.3% | +62.1% | -56.8% | +1.5% |
| All | +5.3% | +61.8% | -56.5% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 1y: compounded portfolio wealth divided by compounded WCC 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…
1y analysis · Full analysis span regression · 6 months rolling