+12.3%
WFC vs SIRI
+28.3%
-16.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.1% |
| 7D | +3.8% | +1.6% | +2.2% | +3.6% |
| 30D | +1.5% | -4.7% | +6.2% | +1.7% |
| 3M | +10.9% | +5.3% | +5.6% | +10.2% |
| 6M | +8.4% | +30.5% | -22.1% | +5.7% |
| YTD | -1.9% | +49.6% | -51.5% | -6.3% |
| 1Y | +12.3% | +28.5% | -16.2% | +8.6% |
| All | +12.3% | +28.3% | -16.0% | +8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling