-20.8%
SIRI vs WY
+296.2%
-317.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -3.9% | -1.7% | -2.2% | -3.2% |
| 30D | -0.8% | -9.9% | +9.0% | +3.4% |
| 3M | +4.3% | -7.5% | +11.8% | +7.0% |
| 6M | +34.1% | -5.1% | +39.2% | +35.6% |
| YTD | +47.3% | -2.1% | +49.4% | +46.7% |
| 1Y | +22.9% | -7.3% | +30.3% | +25.1% |
| 3Y | -24.6% | -22.6% | -1.9% | -18.0% |
| 5Y | -43.2% | -19.8% | -23.4% | -40.3% |
| 10Y | -12.3% | +9.6% | -21.9% | -26.0% |
| All | -20.8% | +296.2% | -317.1% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling