+4,056.8%
WAB vs SIRI
+1.0%
+4,055.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.3% |
| 7D | +0.2% | -3.9% | +4.1% | +0.5% |
| 30D | -4.6% | -0.8% | -3.7% | -4.5% |
| 3M | +5.6% | +4.3% | +1.3% | +5.2% |
| 6M | +13.8% | +34.1% | -20.2% | +10.9% |
| YTD | +31.9% | +47.3% | -15.5% | +27.5% |
| 1Y | +48.3% | +22.9% | +25.3% | +45.3% |
| 3Y | +167.1% | -24.6% | +191.7% | +167.5% |
| 5Y | +222.9% | -43.2% | +266.1% | +226.6% |
| 10Y | +289.9% | -12.3% | +302.2% | +282.8% |
| All | +4,056.8% | +1.0% | +4,055.8% | +2,976.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling