-11.3%
SIRI vs WTW
+198.0%
-209.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +0.6% | -5.7% | +6.3% | +2.6% |
| 30D | +2.5% | -7.3% | +9.7% | +5.2% |
| 3M | +6.6% | +21.5% | -14.8% | -1.1% |
| 6M | +32.9% | +9.6% | +23.3% | +27.0% |
| YTD | +50.5% | -3.3% | +53.7% | +49.9% |
| 1Y | +28.0% | -6.1% | +34.1% | +28.9% |
| 3Y | -22.4% | +61.8% | -84.2% | -39.2% |
| 5Y | -41.3% | +42.7% | -84.0% | -52.1% |
| All | -11.3% | +198.0% | -209.3% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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