-41.8%
SIRI vs WCC
+223.5%
-265.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.6% | +0.1% |
| 7D | +0.6% | +1.4% | -0.8% | +0.2% |
| 30D | +2.5% | -2.3% | +4.8% | +2.9% |
| 3M | +6.6% | +3.7% | +2.9% | +4.7% |
| 6M | +32.9% | +34.8% | -1.9% | +20.5% |
| YTD | +50.5% | +46.1% | +4.3% | +32.6% |
| 1Y | +28.0% | +62.7% | -34.8% | +9.1% |
| 3Y | -22.4% | +133.6% | -156.0% | -41.5% |
| All | -41.8% | +223.5% | -265.3% | -60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 5y: compounded portfolio wealth divided by compounded WCC 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…
5y analysis · Full analysis span regression · 6 months rolling