+59.9%
SIRI vs BWA
+17.4%
+42.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -2.5% | +11.0% | +8.7% |
| 7D | +22.3% | -9.9% | +32.1% | +23.6% |
| 30D | +26.9% | -16.4% | +43.3% | +29.5% |
| 3M | +9.6% | -19.8% | +29.4% | +12.5% |
| 6M | +27.2% | -10.0% | +37.1% | +26.5% |
| YTD | +72.4% | +12.7% | +59.7% | +55.2% |
| 1Y | +59.9% | +15.7% | +44.3% | +42.2% |
| All | +59.9% | +17.4% | +42.6% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling