+118.2%
SRE vs WCN
+235.9%
-117.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -0.8% | -3.1% | +2.3% | +0.7% |
| 30D | -3.0% | -3.4% | +0.4% | -1.4% |
| 3M | -8.3% | +3.0% | -11.3% | -10.0% |
| 6M | -8.9% | -3.8% | -5.2% | -7.8% |
| YTD | -4.3% | -8.3% | +4.0% | -1.2% |
| 1Y | +2.7% | -9.7% | +12.5% | +6.6% |
| 3Y | +28.7% | +17.2% | +11.5% | +13.8% |
| 5Y | +47.1% | +25.3% | +21.9% | +23.3% |
| All | +118.2% | +235.9% | -117.6% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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