+120.0%
SRE vs WCC
+518.6%
-398.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.7% |
| 7D | -0.7% | +1.7% | -2.3% | -1.0% |
| 30D | -1.7% | -6.1% | +4.3% | -0.9% |
| 3M | -7.1% | +3.1% | -10.1% | -8.1% |
| 6M | -8.4% | +28.2% | -36.6% | -13.1% |
| YTD | -3.5% | +41.1% | -44.6% | -10.3% |
| 1Y | +5.4% | +61.3% | -55.9% | -4.7% |
| 3Y | +29.5% | +123.6% | -94.1% | +7.0% |
| 5Y | +48.3% | +214.8% | -166.5% | +11.1% |
| All | +120.0% | +518.6% | -398.6% | +22.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling