+336.4%
WM vs SRE
+108.6%
+227.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.3% |
| 7D | +1.2% | -9.2% | +10.4% | +4.6% |
| 30D | +13.1% | -1.9% | +15.0% | +13.8% |
| 3M | +3.6% | -6.5% | +10.2% | +5.8% |
| 6M | +8.1% | -15.2% | +23.3% | +14.2% |
| YTD | +8.9% | -9.5% | +18.4% | +12.1% |
| 1Y | +20.3% | -13.2% | +33.5% | +25.6% |
| 3Y | +46.2% | +19.5% | +26.7% | +31.1% |
| 5Y | +59.9% | +43.6% | +16.3% | +31.8% |
| All | +336.4% | +108.6% | +227.8% | +227.9% |
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