-11.3%
SIRI vs BWA
+156.8%
-168.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.5% | +0.4% |
| 7D | +0.6% | -1.3% | +1.9% | +1.0% |
| 30D | +2.5% | -2.9% | +5.4% | +3.5% |
| 3M | +6.6% | -10.7% | +17.3% | +10.2% |
| 6M | +32.9% | +26.5% | +6.4% | +20.4% |
| YTD | +50.5% | +49.1% | +1.4% | +26.6% |
| 1Y | +28.0% | +52.1% | -24.1% | +6.8% |
| 3Y | -22.4% | +72.6% | -95.0% | -39.5% |
| 5Y | -41.3% | +89.4% | -130.7% | -57.0% |
| All | -11.3% | +156.8% | -168.1% | -47.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling