+663.7%
WMB vs SRE
+1,428.8%
-765.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.9% |
| 7D | -6.9% | -8.2% | +1.3% | -1.1% |
| 30D | -7.2% | -3.6% | -3.5% | -4.7% |
| 3M | -5.4% | -6.3% | +0.8% | -1.4% |
| 6M | -4.9% | -13.0% | +8.2% | +4.4% |
| YTD | +14.7% | -9.2% | +23.9% | +21.5% |
| 1Y | +14.7% | -13.1% | +27.8% | +25.1% |
| 3Y | +116.4% | +22.4% | +93.9% | +76.5% |
| 5Y | +198.5% | +47.1% | +151.4% | +109.6% |
| 10Y | +266.3% | +121.0% | +145.3% | +68.7% |
| All | +663.7% | +1,428.8% | -765.1% | -22.0% |
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 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