+130.2%
SRE vs WEC
+197.9%
-67.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.1% |
| 7D | +1.8% | +2.3% | -0.6% | +0.1% |
| 30D | -3.0% | +11.1% | -14.1% | -10.0% |
| 3M | -7.3% | +8.4% | -15.7% | -12.4% |
| 6M | -11.9% | +7.5% | -19.4% | -16.3% |
| YTD | -7.9% | +15.3% | -23.2% | -16.6% |
| 1Y | -11.1% | +9.7% | -20.9% | -16.8% |
| 3Y | +24.8% | +64.7% | -39.9% | -11.8% |
| 5Y | +52.4% | +57.3% | -4.9% | +11.0% |
| All | +130.2% | +197.9% | -67.8% | +5.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling