+130.2%
SRE vs WU
-38.9%
+169.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | +0.4% |
| 7D | +1.8% | -2.0% | +3.8% | +2.3% |
| 30D | -3.0% | +11.4% | -14.4% | -5.9% |
| 3M | -7.3% | -6.8% | -0.4% | -5.9% |
| 6M | -11.9% | -14.6% | +2.7% | -9.5% |
| YTD | -7.9% | -20.6% | +12.8% | -4.0% |
| 1Y | -11.1% | -15.4% | +4.2% | -9.3% |
| 3Y | +24.8% | -23.6% | +48.4% | +28.5% |
| 5Y | +52.4% | -43.4% | +95.8% | +69.4% |
| All | +130.2% | -38.9% | +169.1% | +158.9% |
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