+733.4%
WMB vs SRE
+1,525.5%
-792.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.6% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | +3.3% | -0.7% | +4.0% | +3.5% |
| 3M | +3.1% | -6.3% | +9.4% | +7.5% |
| 6M | -0.7% | -10.7% | +9.9% | +6.7% |
| YTD | +25.2% | -3.5% | +28.6% | +27.1% |
| 1Y | +32.9% | +5.3% | +27.6% | +26.5% |
| 3Y | +140.6% | +31.8% | +108.8% | +86.0% |
| 5Y | +273.5% | +47.4% | +226.1% | +161.7% |
| 10Y | +334.2% | +120.6% | +213.6% | +100.4% |
| All | +733.4% | +1,525.5% | -792.2% | -18.4% |
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