-5.6%
SIRI vs WING
+412.2%
-417.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | -3.9% | -2.3% | -1.6% | -3.6% |
| 30D | -0.8% | -5.6% | +4.8% | -0.3% |
| 3M | +4.3% | -22.9% | +27.2% | +7.3% |
| 6M | +34.1% | -50.4% | +84.5% | +45.5% |
| YTD | +47.3% | -53.3% | +100.6% | +59.7% |
| 1Y | +22.9% | -61.2% | +84.1% | +36.2% |
| 3Y | -24.6% | -30.1% | +5.5% | -27.7% |
| 5Y | -43.2% | -35.0% | -8.2% | -47.1% |
| 10Y | -12.3% | +375.5% | -387.8% | -44.2% |
| All | -5.6% | +412.2% | -417.9% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling