+1,345.8%
SRE vs WTW
+1,094.8%
+250.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.0% | +0.5% |
| 7D | +1.5% | -7.1% | +8.6% | +3.6% |
| 30D | +0.8% | -8.5% | +9.4% | +3.4% |
| 3M | -5.8% | +20.6% | -26.3% | -11.2% |
| 6M | -7.8% | +7.2% | -15.0% | -10.6% |
| YTD | -2.4% | -3.9% | +1.5% | -2.7% |
| 1Y | +8.9% | -3.6% | +12.5% | +8.3% |
| 3Y | +31.1% | +60.7% | -29.6% | +10.8% |
| 5Y | +48.6% | +42.2% | +6.5% | +29.1% |
| 10Y | +126.1% | +195.5% | -69.3% | +56.9% |
| All | +1,345.8% | +1,094.8% | +250.9% | +639.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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