+33.2%
WAT vs SIRI
-41.4%
+74.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.5% |
| 7D | +0.6% | -1.7% | +2.3% | +0.9% |
| 30D | +5.4% | +21.1% | -15.7% | +1.9% |
| 3M | +11.3% | +14.7% | -3.4% | +8.5% |
| 6M | +37.4% | +22.9% | +14.5% | +32.1% |
| YTD | +21.2% | +65.7% | -44.6% | +10.3% |
| 1Y | +21.3% | +53.5% | -32.1% | +11.8% |
| 3Y | +83.4% | -23.0% | +106.4% | +80.5% |
| All | +33.2% | -41.4% | +74.6% | +40.4% |
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