+10,352.1%
WDC vs SIRI
-17.9%
+10,370.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | +6.0% | +4.3% | +1.7% | +5.4% |
| 30D | +9.9% | -2.8% | +12.8% | +10.3% |
| 3M | -9.4% | +5.9% | -15.3% | -10.3% |
| 6M | +94.7% | +31.9% | +62.8% | +87.6% |
| YTD | +177.4% | +48.7% | +128.7% | +162.7% |
| 1Y | +412.6% | +23.2% | +389.4% | +395.5% |
| 3Y | +1,359.8% | -23.9% | +1,383.6% | +1,365.0% |
| 5Y | +992.6% | -43.4% | +1,036.0% | +1,015.7% |
| 10Y | +1,245.5% | -13.6% | +1,259.1% | +1,223.7% |
| All | +10,352.1% | -17.9% | +10,370.0% | +7,274.3% |
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