+142.0%
WEC vs SIRI
-10.2%
+152.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.1% |
| 7D | -0.6% | +0.6% | -1.1% | -0.6% |
| 30D | -2.6% | +2.5% | -5.1% | -2.9% |
| 3M | -6.0% | +6.6% | -12.6% | -6.8% |
| 6M | -5.4% | +32.9% | -38.3% | -8.7% |
| YTD | +2.5% | +50.5% | -48.0% | -2.6% |
| 1Y | -0.7% | +28.0% | -28.7% | -4.0% |
| 3Y | +38.7% | -22.4% | +61.1% | +39.0% |
| 5Y | +31.7% | -41.3% | +72.9% | +33.9% |
| All | +142.0% | -10.2% | +152.3% | +120.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling