-7.7%
SRE vs WSM
+44.0%
-51.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +6.5% | -9.3% | -3.2% |
| 7D | -2.1% | +8.0% | -10.1% | -2.5% |
| 30D | +6.1% | +13.5% | -7.4% | +5.3% |
| 3M | -3.5% | +8.8% | -12.4% | -4.0% |
| 6M | -10.8% | +54.7% | -65.5% | -13.3% |
| YTD | -4.0% | +53.3% | -57.3% | -7.4% |
| 1Y | -7.7% | +41.1% | -48.8% | -11.0% |
| All | -7.7% | +44.0% | -51.6% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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