+1,408.0%
SRE vs WST
+7,933.4%
-6,525.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -3.9% | -2.5% |
| 7D | -9.2% | -3.1% | -6.1% | -8.6% |
| 30D | -1.9% | +9.1% | -11.0% | -3.6% |
| 3M | -6.5% | +14.7% | -21.2% | -9.2% |
| 6M | -15.2% | +28.0% | -43.2% | -19.7% |
| YTD | -9.5% | +45.6% | -55.1% | -16.8% |
| 1Y | -13.2% | +45.7% | -58.9% | -20.3% |
| 3Y | +19.5% | +21.1% | -1.6% | +7.5% |
| 5Y | +43.6% | +0.3% | +43.3% | +31.2% |
| 10Y | +109.9% | +449.0% | -339.1% | +22.9% |
| All | +1,408.0% | +7,933.4% | -6,525.4% | +409.8% |
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 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