-11.3%
SIRI vs WING
+407.7%
-419.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.0% | -5.0% | +0.2% |
| 7D | +0.6% | +7.2% | -6.7% | -0.4% |
| 30D | +2.5% | +4.8% | -2.3% | +1.7% |
| 3M | +6.6% | -23.7% | +30.3% | +9.8% |
| 6M | +32.9% | -43.6% | +76.5% | +41.6% |
| YTD | +50.5% | -50.6% | +101.0% | +61.6% |
| 1Y | +28.0% | -57.0% | +85.0% | +39.5% |
| 3Y | -22.4% | -28.3% | +5.9% | -26.1% |
| 5Y | -41.3% | -32.4% | -8.9% | -45.8% |
| All | -11.3% | +407.7% | -419.0% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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