+31.8%
SRE vs WST
-15.5%
+47.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.7% |
| 7D | +1.4% | -0.3% | +1.7% | +1.5% |
| 30D | +1.9% | -4.6% | +6.5% | +2.2% |
| 3M | -3.3% | +5.7% | -9.0% | -3.7% |
| 6M | -6.4% | +37.6% | -44.0% | -8.5% |
| YTD | -1.8% | +23.0% | -24.9% | -3.4% |
| 1Y | +10.7% | +33.8% | -23.1% | +8.2% |
| 3Y | +31.8% | -13.4% | +45.1% | +29.9% |
| All | +31.8% | -15.5% | +47.3% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling