-20.1%
SIRI vs WWD
+15,390.1%
-15,410.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | 0.0% |
| 7D | +4.3% | +0.8% | +3.5% | +4.0% |
| 30D | -2.8% | -6.4% | +3.6% | -0.9% |
| 3M | +5.9% | -5.6% | +11.5% | +7.1% |
| 6M | +31.9% | -9.1% | +41.0% | +34.1% |
| YTD | +48.7% | +12.5% | +36.1% | +40.5% |
| 1Y | +23.2% | +41.3% | -18.1% | +7.7% |
| 3Y | -23.9% | +170.2% | -194.1% | -47.0% |
| 5Y | -43.4% | +192.5% | -235.9% | -62.5% |
| 10Y | -13.6% | +476.9% | -490.5% | -57.0% |
| All | -20.1% | +15,390.1% | -15,410.2% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling