+319.6%
WM vs SRE
+121.0%
+198.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +1.2% | -8.2% | +9.3% | +4.2% |
| 30D | +13.7% | -3.6% | +17.3% | +15.1% |
| 3M | +5.2% | -6.3% | +11.5% | +7.4% |
| 6M | +11.2% | -13.0% | +24.2% | +16.5% |
| YTD | +9.4% | -9.2% | +18.6% | +12.5% |
| 1Y | +20.4% | -13.1% | +33.5% | +25.7% |
| 3Y | +44.7% | +22.4% | +22.3% | +28.4% |
| 5Y | +58.5% | +47.1% | +11.4% | +29.0% |
| All | +319.6% | +121.0% | +198.6% | +199.9% |
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