+1,507.7%
SRE vs WST
+6,731.1%
-5,223.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -0.3% | +0.7% | -1.1% | -0.5% |
| 30D | -0.7% | -3.1% | +2.4% | -0.1% |
| 3M | -6.3% | +7.2% | -13.5% | -7.8% |
| 6M | -10.7% | +36.8% | -47.5% | -16.6% |
| YTD | -3.5% | +23.8% | -27.3% | -8.3% |
| 1Y | +5.3% | +37.8% | -32.5% | -2.5% |
| 3Y | +31.8% | -15.9% | +47.7% | +28.3% |
| 5Y | +47.4% | -25.8% | +73.2% | +43.9% |
| 10Y | +120.6% | +319.6% | -199.0% | +36.7% |
| All | +1,507.7% | +6,731.1% | -5,223.3% | +462.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling