+13.5%
WFC vs SIRI
+28.0%
-14.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.9% |
| 7D | +0.4% | +0.6% | -0.2% | +0.3% |
| 30D | +1.5% | +2.5% | -1.0% | +1.3% |
| 3M | +10.2% | +6.6% | +3.6% | +9.4% |
| 6M | +18.8% | +32.9% | -14.1% | +15.2% |
| YTD | -1.5% | +50.5% | -52.0% | -6.6% |
| 1Y | +13.5% | +28.0% | -14.4% | +11.2% |
| All | +13.5% | +28.0% | -14.5% | +11.2% |
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