+293.4%
WBD vs SIRI
-45.6%
+339.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -1.7% | -3.9% | +2.2% | -1.0% |
| 30D | +3.9% | -0.8% | +4.7% | +3.9% |
| 3M | +5.1% | +4.3% | +0.8% | +4.0% |
| 6M | +0.6% | +34.1% | -33.5% | -5.2% |
| YTD | -3.2% | +47.3% | -50.5% | -10.5% |
| 1Y | +127.7% | +22.9% | +104.7% | +116.8% |
| 3Y | +146.6% | -24.6% | +171.1% | +148.9% |
| 5Y | +4.2% | -43.2% | +47.4% | +7.9% |
| 10Y | +13.7% | -12.3% | +26.0% | +10.5% |
| All | +293.4% | -45.6% | +339.0% | +253.9% |
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 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