+1,535.1%
SRE vs WY
+234.9%
+1,300.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.1% |
| 7D | +1.4% | -2.1% | +3.5% | +2.1% |
| 30D | +1.9% | -10.5% | +12.4% | +5.2% |
| 3M | -3.3% | -4.9% | +1.6% | -2.3% |
| 6M | -6.4% | -4.9% | -1.5% | -5.6% |
| YTD | -1.8% | -1.7% | -0.2% | -2.1% |
| 1Y | +10.7% | -9.4% | +20.1% | +12.9% |
| 3Y | +31.8% | -22.3% | +54.1% | +39.0% |
| 5Y | +49.2% | -20.5% | +69.7% | +54.1% |
| 10Y | +118.5% | +4.9% | +113.6% | +95.2% |
| All | +1,535.1% | +234.9% | +1,300.2% | +897.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling