-20.8%
SIRI vs BWA
+3,440.7%
-3,461.5%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | -3.9% | +0.1% | -4.0% | -4.0% |
| 30D | -0.8% | -5.6% | +4.7% | +1.4% |
| 3M | +4.3% | -10.7% | +15.0% | +8.2% |
| 6M | +34.1% | +23.2% | +10.9% | +20.8% |
| YTD | +47.3% | +46.0% | +1.3% | +21.9% |
| 1Y | +22.9% | +51.2% | -28.2% | +0.1% |
| 3Y | -24.6% | +69.6% | -94.1% | -42.7% |
| 5Y | -43.2% | +86.6% | -129.8% | -60.1% |
| 10Y | -12.3% | +152.3% | -164.6% | -50.9% |
| All | -20.8% | +3,440.7% | -3,461.5% | -92.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling