+11.4%
WBD vs SRE
+122.3%
-111.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | -0.7% | -0.8% | +0.1% | -0.4% |
| 30D | +1.4% | -3.0% | +4.4% | +2.6% |
| 3M | +4.4% | -8.3% | +12.7% | +8.2% |
| 6M | +0.8% | -8.9% | +9.7% | +4.4% |
| YTD | -2.7% | -4.3% | +1.6% | -1.9% |
| 1Y | +73.4% | +2.7% | +70.7% | +68.4% |
| 3Y | +142.1% | +28.7% | +113.5% | +109.7% |
| 5Y | +7.2% | +47.1% | -39.9% | -11.9% |
| All | +11.4% | +122.3% | -111.0% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling