+22.7%
SRE vs WEC
+62.7%
-40.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.5% |
| 7D | -5.6% | -0.5% | -5.1% | -5.3% |
| 30D | -4.5% | +12.0% | -16.4% | -12.6% |
| 3M | -7.7% | +11.1% | -18.8% | -15.0% |
| 6M | -14.4% | +6.0% | -20.4% | -18.3% |
| YTD | -9.4% | +14.3% | -23.7% | -18.2% |
| 1Y | -13.8% | +8.0% | -21.8% | -18.9% |
| All | +22.7% | +62.7% | -40.0% | -16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling