+48.3%
SRE vs WY
-22.3%
+70.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.4% |
| 7D | -0.7% | -3.7% | +3.0% | +0.4% |
| 30D | -1.7% | -11.3% | +9.6% | +1.8% |
| 3M | -7.1% | -8.1% | +1.1% | -5.1% |
| 6M | -8.4% | -7.4% | -0.9% | -6.8% |
| YTD | -3.5% | -4.7% | +1.2% | -3.0% |
| 1Y | +5.4% | -9.2% | +14.6% | +7.4% |
| 3Y | +29.5% | -24.7% | +54.2% | +38.5% |
| 5Y | +48.3% | -21.6% | +69.9% | +54.1% |
| All | +48.3% | -22.3% | +70.6% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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