+281.4%
WMB vs SRE
+127.7%
+153.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | +7.8% | +1.8% | +6.1% | +6.9% |
| 30D | -5.1% | -3.0% | -2.1% | -3.6% |
| 3M | -4.7% | -7.3% | +2.5% | -1.3% |
| 6M | -7.4% | -11.9% | +4.5% | -1.8% |
| YTD | +17.5% | -7.9% | +25.3% | +21.7% |
| 1Y | +19.5% | -11.1% | +30.6% | +25.7% |
| 3Y | +121.3% | +24.8% | +96.5% | +91.6% |
| 5Y | +200.5% | +52.4% | +148.1% | +135.9% |
| All | +281.4% | +127.7% | +153.7% | +191.7% |
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