+686.1%
WMB vs SRE
+1,440.5%
-754.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.1% |
| 7D | +8.1% | -1.1% | +9.1% | +8.9% |
| 30D | -6.9% | -4.1% | -2.8% | -4.0% |
| 3M | -5.1% | -7.3% | +2.2% | -0.2% |
| 6M | -5.7% | -14.1% | +8.4% | +4.3% |
| YTD | +18.1% | -8.5% | +26.6% | +24.4% |
| 1Y | +18.4% | -12.0% | +30.4% | +28.0% |
| 3Y | +122.7% | +23.4% | +99.4% | +80.7% |
| 5Y | +202.0% | +51.3% | +150.7% | +108.0% |
| 10Y | +283.8% | +126.3% | +157.5% | +73.6% |
| All | +686.1% | +1,440.5% | -754.4% | -20.1% |
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