+5.3%
SRE vs WEC
+1.8%
+3.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | 0.0% |
| 7D | -0.3% | -0.3% | -0.1% | -0.1% |
| 30D | -0.7% | -1.3% | +0.6% | +0.4% |
| 3M | -6.3% | -3.9% | -2.4% | -3.3% |
| 6M | -10.7% | -8.3% | -2.3% | -4.3% |
| YTD | -3.5% | +3.1% | -6.5% | -5.5% |
| 1Y | +5.3% | +1.9% | +3.4% | +2.2% |
| All | +5.3% | +1.8% | +3.5% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 1y: compounded portfolio wealth divided by compounded WEC 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…
1y analysis · Full analysis span regression · 6 months rolling