-12.0%
SRE vs WST
+49.0%
-61.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.3% | +1.0% |
| 7D | -1.1% | +4.9% | -5.9% | -1.4% |
| 30D | -4.1% | +10.7% | -14.8% | -4.7% |
| 3M | -7.3% | +16.8% | -24.1% | -8.2% |
| 6M | -14.1% | +32.0% | -46.1% | -16.0% |
| YTD | -8.5% | +49.9% | -58.4% | -12.1% |
| 1Y | -12.0% | +50.6% | -62.6% | -15.6% |
| All | -12.0% | +49.0% | -61.0% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling