+23.7%
WMB vs SRE
-7.5%
+31.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.9% | -3.5% | -5.0% |
| 7D | -8.6% | -2.1% | -6.5% | -7.7% |
| 30D | -4.2% | +6.1% | -10.2% | -6.3% |
| 3M | -4.4% | -3.5% | -0.9% | -2.9% |
| 6M | -8.7% | -10.8% | +2.1% | -4.3% |
| YTD | +15.4% | -4.0% | +19.4% | +19.1% |
| 1Y | +23.7% | -7.7% | +31.4% | +28.9% |
| All | +23.7% | -7.5% | +31.2% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling