+130.2%
SRE vs WWD
+439.4%
-309.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | +1.8% | +4.0% | -2.2% | +0.7% |
| 30D | -3.0% | +0.4% | -3.4% | -3.3% |
| 3M | -7.3% | -7.9% | +0.7% | -5.7% |
| 6M | -11.9% | -10.6% | -1.3% | -10.3% |
| YTD | -7.9% | +9.4% | -17.3% | -12.3% |
| 1Y | -11.1% | +25.7% | -36.9% | -18.9% |
| 3Y | +24.8% | +148.5% | -123.7% | -9.2% |
| 5Y | +52.4% | +189.5% | -137.1% | +3.1% |
| All | +130.2% | +439.4% | -309.2% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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