+29.7%
SRE vs WCN
+18.2%
+11.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.9% |
| 7D | -0.7% | -4.4% | +3.7% | +0.5% |
| 30D | -1.7% | -4.4% | +2.7% | -0.6% |
| 3M | -7.1% | +0.5% | -7.5% | -7.4% |
| 6M | -8.4% | -3.3% | -5.1% | -7.8% |
| YTD | -3.5% | -8.5% | +5.0% | -1.5% |
| 1Y | +5.4% | -8.9% | +14.3% | +7.7% |
| All | +29.7% | +18.2% | +11.5% | +24.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling