+50.5%
SRE vs WEC
+53.2%
-2.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.4% |
| 1Y | -13.8% | +8.0% | -21.8% | -19.0% |
| 3Y | +22.2% | +62.8% | -40.7% | -16.9% |
| 5Y | +50.5% | +55.3% | -4.8% | +4.9% |
| All | +50.5% | +53.2% | -2.7% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling