-24.0%
SIRI vs WST
-13.7%
-10.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | -3.9% | -1.7% | -2.2% | -3.7% |
| 30D | -0.8% | -4.3% | +3.5% | -0.2% |
| 3M | +4.3% | +0.7% | +3.6% | +4.1% |
| 6M | +34.1% | +36.0% | -2.0% | +28.2% |
| YTD | +47.3% | +22.7% | +24.6% | +42.8% |
| 1Y | +22.9% | +34.1% | -11.2% | +17.1% |
| All | -24.0% | -13.7% | -10.3% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling