+1,507.7%
SRE vs WWD
+9,511.7%
-8,003.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.9% |
| 7D | -0.3% | +1.3% | -1.6% | -0.6% |
| 30D | -0.7% | -7.2% | +6.4% | +0.7% |
| 3M | -6.3% | -3.8% | -2.5% | -6.1% |
| 6M | -10.7% | -9.9% | -0.7% | -9.6% |
| YTD | -3.5% | +14.8% | -18.3% | -7.6% |
| 1Y | +5.3% | +42.1% | -36.8% | -4.3% |
| 3Y | +31.8% | +170.8% | -139.0% | +2.3% |
| 5Y | +47.4% | +197.5% | -150.2% | +10.3% |
| 10Y | +120.6% | +477.8% | -357.3% | +37.4% |
| All | +1,507.7% | +9,511.7% | -8,003.9% | +511.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling