+1,535.1%
SRE vs WCN
+4,651.0%
-3,115.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.9% |
| 7D | +1.4% | -0.4% | +1.9% | +1.5% |
| 30D | +1.9% | -2.1% | +4.0% | +2.3% |
| 3M | -3.3% | +6.4% | -9.7% | -4.6% |
| 6M | -6.4% | -3.7% | -2.7% | -5.9% |
| YTD | -1.8% | -6.4% | +4.5% | -0.9% |
| 1Y | +10.7% | -7.9% | +18.7% | +12.1% |
| 3Y | +31.8% | +20.8% | +11.0% | +25.9% |
| 5Y | +49.2% | +29.0% | +20.2% | +40.4% |
| 10Y | +118.5% | +236.4% | -117.8% | +74.8% |
| All | +1,535.1% | +4,651.0% | -3,115.9% | +906.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling