+711.0%
SRE vs WPM
+6,037.2%
-5,326.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +1.5% | +3.9% | -2.4% | +1.0% |
| 30D | +0.8% | +17.7% | -16.8% | -1.1% |
| 3M | -5.8% | +39.4% | -45.2% | -9.5% |
| 6M | -7.8% | +6.4% | -14.2% | -9.2% |
| YTD | -2.4% | +34.0% | -36.3% | -6.6% |
| 1Y | +8.9% | +50.5% | -41.6% | +2.6% |
| 3Y | +31.1% | +280.3% | -249.2% | +10.3% |
| 5Y | +48.6% | +266.3% | -217.7% | +24.4% |
| 10Y | +126.1% | +550.8% | -424.7% | +72.9% |
| All | +711.0% | +6,037.2% | -5,326.2% | +323.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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