-41.8%
SIRI vs WY
-22.2%
-19.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +0.6% | -4.2% | +4.7% | +2.3% |
| 30D | +2.5% | -10.1% | +12.6% | +7.0% |
| 3M | +6.6% | -8.5% | +15.1% | +9.9% |
| 6M | +32.9% | -3.3% | +36.2% | +33.1% |
| YTD | +50.5% | -4.4% | +54.9% | +50.8% |
| 1Y | +28.0% | -11.5% | +39.5% | +32.8% |
| 3Y | -22.4% | -24.3% | +1.9% | -14.8% |
| All | -41.8% | -22.2% | -19.5% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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