+126.1%
SRE vs WST
+325.7%
-199.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +1.5% | -1.7% | +3.1% | +1.7% |
| 30D | +0.8% | -4.3% | +5.1% | +1.5% |
| 3M | -5.8% | +0.7% | -6.5% | -6.0% |
| 6M | -7.8% | +36.0% | -43.8% | -12.5% |
| YTD | -2.4% | +22.7% | -25.1% | -6.0% |
| 1Y | +8.9% | +34.1% | -25.2% | +3.0% |
| 3Y | +31.1% | -13.6% | +44.6% | +28.3% |
| 5Y | +48.6% | -26.0% | +74.6% | +47.6% |
| 10Y | +126.1% | +335.8% | -209.6% | +42.8% |
| All | +126.1% | +325.7% | -199.5% | +42.8% |
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