+31.8%
SRE vs WCC
+137.6%
-105.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +1.4% |
| 7D | +1.4% | +8.5% | -7.0% | +0.3% |
| 30D | +1.9% | -1.0% | +2.9% | +1.9% |
| 3M | -3.3% | +2.1% | -5.4% | -4.0% |
| 6M | -6.4% | +36.8% | -43.2% | -11.5% |
| YTD | -1.8% | +47.7% | -49.5% | -8.6% |
| 1Y | +10.7% | +66.5% | -55.8% | +0.7% |
| 3Y | +31.8% | +134.2% | -102.4% | +8.3% |
| All | +31.8% | +137.6% | -105.8% | +8.3% |
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 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