+46.5%
WM vs SRE
+22.5%
+24.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +0.8% | -5.6% | +6.4% | +1.8% |
| 30D | +13.8% | -4.5% | +18.3% | +14.8% |
| 3M | +6.4% | -7.7% | +14.1% | +7.9% |
| 6M | +13.2% | -14.4% | +27.6% | +16.5% |
| YTD | +10.8% | -9.4% | +20.2% | +12.7% |
| 1Y | +20.2% | -13.8% | +34.0% | +23.4% |
| All | +46.5% | +22.5% | +24.0% | +38.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling