-23.1%
SIRI vs WWD
+164.0%
-187.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.6% | +1.4% |
| 7D | -3.0% | -2.9% | -0.1% | -2.5% |
| 30D | +1.3% | -6.6% | +7.9% | +2.5% |
| 3M | +5.6% | -9.3% | +14.9% | +7.0% |
| 6M | +35.2% | -13.6% | +48.8% | +37.5% |
| YTD | +49.1% | +10.4% | +38.7% | +43.0% |
| 1Y | +26.8% | +39.9% | -13.1% | +13.8% |
| All | -23.1% | +164.0% | -187.2% | -43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling