-7.8%
SIRI vs WU
-22.3%
+14.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | -3.9% | -4.9% | +1.0% | -2.2% |
| 30D | -0.8% | -1.3% | +0.4% | -0.5% |
| 3M | +4.3% | -3.6% | +7.9% | +4.5% |
| 6M | +34.1% | -24.3% | +58.4% | +46.0% |
| YTD | +47.3% | -21.1% | +68.4% | +57.8% |
| 1Y | +22.9% | -10.3% | +33.2% | +24.9% |
| 3Y | -24.6% | -28.4% | +3.8% | -17.8% |
| 5Y | -43.2% | -51.2% | +8.0% | -30.9% |
| 10Y | -12.3% | -39.6% | +27.3% | -3.0% |
| All | -7.8% | -22.3% | +14.5% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling