+51.3%
SRE vs WWD
+183.1%
-131.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +2.9% | +1.3% |
| 7D | -1.1% | +8.2% | -9.2% | -2.3% |
| 30D | -4.1% | -0.2% | -3.9% | -4.2% |
| 3M | -7.3% | -8.4% | +1.1% | -6.2% |
| 6M | -14.1% | -9.5% | -4.6% | -13.4% |
| YTD | -8.5% | +10.1% | -18.6% | -11.8% |
| 1Y | -12.0% | +21.6% | -33.6% | -17.1% |
| 3Y | +23.4% | +149.6% | -126.2% | -3.7% |
| 5Y | +51.3% | +191.3% | -140.0% | +10.9% |
| All | +51.3% | +183.1% | -131.8% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling