-69.5%
SIRI vs WTW
+1,102.0%
-1,171.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +0.6% | -5.7% | +6.3% | +2.8% |
| 30D | +2.5% | -7.3% | +9.7% | +5.3% |
| 3M | +6.6% | +21.5% | -14.8% | -1.4% |
| 6M | +32.9% | +9.6% | +23.3% | +26.6% |
| YTD | +50.5% | -3.3% | +53.7% | +49.4% |
| 1Y | +28.0% | -6.1% | +34.1% | +28.5% |
| 3Y | -22.4% | +61.8% | -84.2% | -38.4% |
| 5Y | -41.3% | +42.7% | -84.0% | -51.6% |
| 10Y | -10.4% | +197.2% | -207.7% | -46.5% |
| All | -69.5% | +1,102.0% | -1,171.5% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling