+24.8%
SRE vs WCC
+134.5%
-109.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.9% |
| 7D | +1.8% | +9.9% | -8.2% | +0.4% |
| 30D | -3.0% | -8.4% | +5.5% | -2.1% |
| 3M | -7.3% | -10.3% | +3.1% | -6.4% |
| 6M | -11.9% | -10.5% | -1.4% | -11.4% |
| YTD | -7.9% | +32.2% | -40.0% | -13.2% |
| 1Y | -11.1% | +25.5% | -36.7% | -15.7% |
| 3Y | +24.8% | +134.7% | -109.9% | -0.2% |
| All | +24.8% | +134.5% | -109.7% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling