+133.3%
WFC vs SIRI
-24.2%
+157.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +0.4% | -3.9% | +4.4% | +1.1% |
| 30D | +2.5% | -0.8% | +3.3% | +2.5% |
| 3M | +10.0% | +4.3% | +5.7% | +9.0% |
| 6M | +15.1% | +34.1% | -19.0% | +8.8% |
| YTD | -2.2% | +47.3% | -49.5% | -9.3% |
| 1Y | +13.5% | +22.9% | -9.5% | +8.5% |
| All | +133.3% | -24.2% | +157.6% | +134.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling