+721.9%
WM vs SRE
+1,525.5%
-803.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | -2.4% | -0.7% | -1.6% | -2.3% |
| 3M | +0.4% | -6.3% | +6.7% | +2.6% |
| 6M | -9.5% | -10.7% | +1.2% | -6.1% |
| YTD | +0.5% | -3.5% | +4.0% | +1.2% |
| 1Y | -1.1% | +5.3% | -6.4% | -3.7% |
| 3Y | +46.0% | +31.8% | +14.2% | +27.7% |
| 5Y | +51.8% | +47.4% | +4.5% | +26.4% |
| 10Y | +307.5% | +120.6% | +187.0% | +183.5% |
| All | +721.9% | +1,525.5% | -803.7% | +196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling