+313.2%
WMB vs SRE
+118.9%
+194.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.6% |
| 7D | 0.0% | +1.5% | -1.5% | -0.7% |
| 30D | +4.6% | +0.8% | +3.8% | +4.0% |
| 3M | +5.7% | -5.8% | +11.5% | +8.6% |
| 6M | +4.2% | -7.8% | +12.0% | +8.0% |
| YTD | +26.8% | -2.4% | +29.2% | +27.7% |
| 1Y | +34.7% | +8.9% | +25.8% | +28.6% |
| 3Y | +146.8% | +31.1% | +115.7% | +109.1% |
| 5Y | +285.0% | +48.6% | +236.4% | +206.4% |
| 10Y | +313.2% | +126.1% | +187.0% | +190.0% |
| All | +313.2% | +118.9% | +194.3% | +190.0% |
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 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