+3,017.6%
WFC vs SIRI
-17.9%
+3,035.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.2% |
| 7D | +1.1% | +4.3% | -3.2% | +0.8% |
| 30D | +0.8% | -2.8% | +3.6% | +1.0% |
| 3M | +9.3% | +5.9% | +3.4% | +8.8% |
| 6M | +10.6% | +31.9% | -21.3% | +8.5% |
| YTD | -4.1% | +48.7% | -52.7% | -6.7% |
| 1Y | +13.6% | +23.2% | -9.7% | +11.7% |
| 3Y | +130.7% | -23.9% | +154.6% | +131.3% |
| 5Y | +126.7% | -43.4% | +170.1% | +129.5% |
| 10Y | +132.1% | -13.6% | +145.8% | +130.2% |
| All | +3,017.6% | -17.9% | +3,035.5% | +2,730.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling