-11.3%
SIRI vs WWD
+498.2%
-509.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +0.5% |
| 7D | +0.6% | -2.6% | +3.1% | +1.3% |
| 30D | +2.5% | -6.9% | +9.4% | +4.6% |
| 3M | +6.6% | -13.0% | +19.7% | +10.6% |
| 6M | +32.9% | -12.5% | +45.3% | +36.5% |
| YTD | +50.5% | +11.8% | +38.6% | +42.1% |
| 1Y | +28.0% | +41.1% | -13.1% | +11.3% |
| 3Y | -22.4% | +163.1% | -185.5% | -46.6% |
| 5Y | -41.3% | +187.6% | -228.9% | -61.9% |
| All | -11.3% | +498.2% | -509.5% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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