+128.5%
SRE vs WST
+449.7%
-321.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.0% |
| 7D | -1.1% | +4.9% | -5.9% | -1.8% |
| 30D | -4.1% | +10.7% | -14.8% | -5.6% |
| 3M | -7.3% | +16.8% | -24.1% | -9.6% |
| 6M | -14.1% | +32.0% | -46.1% | -17.9% |
| YTD | -8.5% | +49.9% | -58.4% | -14.7% |
| 1Y | -12.0% | +50.6% | -62.6% | -18.0% |
| 3Y | +23.4% | +21.4% | +1.9% | +13.6% |
| 5Y | +51.3% | -0.6% | +51.9% | +42.3% |
| All | +128.5% | +449.7% | -321.2% | +38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 10y: compounded portfolio wealth divided by compounded WST 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…
10y analysis · Full analysis span regression · 6 months rolling