+10,726.6%
WAT vs SIRI
+0.9%
+10,725.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.8% |
| 7D | -1.3% | +1.6% | -2.9% | -1.4% |
| 30D | +2.3% | -4.7% | +7.1% | +2.7% |
| 3M | +8.7% | +5.3% | +3.5% | +8.2% |
| 6M | +28.3% | +30.5% | -2.2% | +25.4% |
| YTD | +7.8% | +49.6% | -41.9% | +4.2% |
| 1Y | +36.6% | +28.5% | +8.1% | +33.4% |
| 3Y | +45.7% | -27.5% | +73.1% | +46.8% |
| 5Y | -3.3% | -44.7% | +41.3% | -1.8% |
| 10Y | +162.1% | -12.6% | +174.7% | +156.8% |
| All | +10,726.6% | +0.9% | +10,725.7% | +8,512.3% |
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