-11.1%
SRE vs WWD
+21.4%
-32.5%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | +1.8% | +4.0% | -2.2% | +1.7% |
| 30D | -3.0% | +0.4% | -3.4% | -3.0% |
| 3M | -7.3% | -7.9% | +0.7% | -7.2% |
| 6M | -11.9% | -10.6% | -1.3% | -12.1% |
| YTD | -7.9% | +9.4% | -17.3% | -8.4% |
| 1Y | -11.1% | +25.7% | -36.9% | -11.3% |
| All | -11.1% | +21.4% | -32.5% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling