-10.1%
SIRI vs WST
+456.5%
-466.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | -1.7% | +4.2% | -5.9% | -2.5% |
| 30D | +21.1% | +11.2% | +9.9% | +18.5% |
| 3M | +14.7% | +20.4% | -5.6% | +10.4% |
| 6M | +22.9% | +37.9% | -15.0% | +15.0% |
| YTD | +65.7% | +51.8% | +13.9% | +51.4% |
| 1Y | +53.5% | +56.6% | -3.2% | +39.2% |
| 3Y | -23.0% | +24.2% | -47.2% | -30.6% |
| 5Y | -41.5% | +0.7% | -42.2% | -45.3% |
| All | -10.1% | +456.5% | -466.7% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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