+3.6%
WBD vs SIRI
-41.5%
+45.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -0.7% | +0.6% | -1.3% | -0.9% |
| 30D | +1.4% | +2.5% | -1.1% | +0.7% |
| 3M | +4.4% | +6.6% | -2.2% | +2.5% |
| 6M | +0.8% | +32.9% | -32.1% | -6.5% |
| YTD | -2.7% | +50.5% | -53.2% | -12.8% |
| 1Y | +73.4% | +28.0% | +45.4% | +61.1% |
| 3Y | +142.1% | -22.4% | +164.5% | +142.5% |
| All | +3.6% | -41.5% | +45.1% | +10.9% |
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