+12,071.9%
WAT vs SIRI
+11.7%
+12,060.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.8% | -0.4% |
| 7D | +0.6% | -1.7% | +2.3% | +0.7% |
| 30D | +5.4% | +21.1% | -15.7% | +3.8% |
| 3M | +11.3% | +14.7% | -3.4% | +10.0% |
| 6M | +37.4% | +22.9% | +14.5% | +35.0% |
| YTD | +21.2% | +65.7% | -44.6% | +16.1% |
| 1Y | +21.3% | +53.5% | -32.1% | +16.9% |
| 3Y | +83.4% | -23.0% | +106.4% | +84.1% |
| 5Y | +29.0% | -41.5% | +70.5% | +30.4% |
| 10Y | +223.9% | -7.4% | +231.4% | +215.6% |
| All | +12,071.9% | +11.7% | +12,060.2% | +9,498.6% |
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