+1,535.1%
SRE vs WSM
+4,649.1%
-3,114.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +1.4% | +2.6% | -1.1% | +1.2% |
| 30D | +1.9% | -9.5% | +11.4% | +3.0% |
| 3M | -3.3% | +12.9% | -16.2% | -4.7% |
| 6M | -6.4% | +23.0% | -29.5% | -8.8% |
| YTD | -1.8% | +28.9% | -30.7% | -4.9% |
| 1Y | +10.7% | +13.7% | -2.9% | +8.6% |
| 3Y | +31.8% | +232.6% | -200.8% | +12.3% |
| 5Y | +49.2% | +185.9% | -136.6% | +26.6% |
| 10Y | +118.5% | +998.6% | -880.1% | +52.8% |
| All | +1,535.1% | +4,649.1% | -3,114.0% | +892.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling