-41.8%
SIRI vs WU
-51.3%
+9.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.4% | +0.7% |
| 7D | +0.6% | -3.5% | +4.0% | +1.7% |
| 30D | +2.5% | -2.9% | +5.4% | +3.4% |
| 3M | +6.6% | -2.3% | +8.9% | +6.2% |
| 6M | +32.9% | -25.4% | +58.2% | +45.1% |
| YTD | +50.5% | -21.2% | +71.7% | +61.0% |
| 1Y | +28.0% | -8.9% | +36.8% | +29.1% |
| 3Y | -22.4% | -29.0% | +6.6% | -15.7% |
| All | -41.8% | -51.3% | +9.6% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 5y: compounded portfolio wealth divided by compounded WU 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…
5y analysis · Full analysis span regression · 6 months rolling