+127.9%
WFC vs SIRI
-42.5%
+170.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | +0.3% | -3.0% | +3.3% | +0.8% |
| 30D | +2.3% | +1.3% | +1.0% | +2.0% |
| 3M | +9.8% | +5.6% | +4.1% | +8.5% |
| 6M | +15.6% | +35.2% | -19.6% | +9.3% |
| YTD | -2.4% | +49.1% | -51.5% | -9.5% |
| 1Y | +13.8% | +26.8% | -13.0% | +8.3% |
| 3Y | +134.6% | -23.7% | +158.3% | +134.5% |
| 5Y | +127.9% | -41.8% | +169.7% | +140.4% |
| All | +127.9% | -42.5% | +170.4% | +140.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling