+7.8%
WBD vs SRE
+46.9%
-39.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.7% |
| 7D | -0.6% | -0.7% | +0.1% | -0.2% |
| 30D | +4.2% | -1.7% | +5.9% | +4.8% |
| 3M | +7.5% | -7.1% | +14.6% | +11.6% |
| 6M | +1.6% | -8.4% | +10.0% | +5.7% |
| YTD | -2.2% | -3.5% | +1.4% | -2.0% |
| 1Y | +124.9% | +5.4% | +119.5% | +111.9% |
| 3Y | +149.1% | +29.5% | +119.6% | +96.0% |
| 5Y | +7.8% | +48.3% | -40.5% | -23.8% |
| All | +7.8% | +46.9% | -39.1% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling