+222.3%
WAB vs SIRI
-42.5%
+264.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.2% |
| 7D | -0.2% | -3.0% | +2.8% | +0.2% |
| 30D | -5.9% | +1.3% | -7.2% | -6.1% |
| 3M | +9.4% | +5.6% | +3.7% | +8.4% |
| 6M | +13.8% | +35.2% | -21.3% | +9.2% |
| YTD | +31.8% | +49.1% | -17.3% | +24.6% |
| 1Y | +48.5% | +26.8% | +21.7% | +43.1% |
| 3Y | +167.0% | -23.7% | +190.6% | +164.2% |
| 5Y | +222.3% | -41.8% | +264.2% | +233.9% |
| All | +222.3% | -42.5% | +264.8% | +233.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling