+292.2%
WAB vs SIRI
-10.2%
+302.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.1% | +0.8% |
| 7D | +0.1% | +0.6% | -0.4% | 0.0% |
| 30D | -4.1% | +2.5% | -6.6% | -4.7% |
| 3M | +8.2% | +6.6% | +1.6% | +6.1% |
| 6M | +15.4% | +32.9% | -17.5% | +7.0% |
| YTD | +33.1% | +50.5% | -17.3% | +19.4% |
| 1Y | +48.1% | +28.0% | +20.1% | +37.7% |
| 3Y | +167.7% | -22.4% | +190.1% | +165.2% |
| 5Y | +225.7% | -41.3% | +267.0% | +228.8% |
| All | +292.2% | -10.2% | +302.5% | +234.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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