+118.2%
SRE vs WU
-39.1%
+157.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -0.8% | -3.5% | +2.6% | +0.1% |
| 30D | -3.0% | -2.9% | -0.1% | -2.4% |
| 3M | -8.3% | -2.3% | -6.0% | -8.9% |
| 6M | -8.9% | -25.4% | +16.5% | -2.7% |
| YTD | -4.3% | -21.2% | +16.9% | +0.3% |
| 1Y | +2.7% | -8.9% | +11.6% | +2.4% |
| 3Y | +28.7% | -29.0% | +57.6% | +35.6% |
| 5Y | +47.1% | -50.7% | +97.9% | +72.7% |
| All | +118.2% | -39.1% | +157.4% | +142.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 10y: compounded portfolio wealth divided by compounded WU 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…
10y analysis · Full analysis span regression · 6 months rolling