+280.9%
WMB vs SRE
+120.6%
+160.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +1.6% | -5.6% | +7.2% | +4.5% |
| 30D | -7.1% | -4.5% | -2.6% | -4.9% |
| 3M | -4.0% | -7.7% | +3.7% | -0.3% |
| 6M | -5.7% | -14.4% | +8.7% | +1.4% |
| YTD | +17.2% | -9.4% | +26.6% | +22.3% |
| 1Y | +17.2% | -13.8% | +31.0% | +25.2% |
| 3Y | +121.1% | +22.2% | +98.9% | +93.4% |
| 5Y | +197.2% | +50.5% | +146.7% | +134.7% |
| 10Y | +280.9% | +124.1% | +156.8% | +191.8% |
| All | +280.9% | +120.6% | +160.4% | +191.8% |
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