+330.8%
WM vs SIRI
-7.8%
+338.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +1.8% |
| 7D | +1.2% | -3.7% | +4.8% | +1.7% |
| 30D | +15.2% | +20.4% | -5.2% | +12.3% |
| 3M | +8.3% | +12.5% | -4.2% | +6.5% |
| 6M | +13.1% | +23.4% | -10.3% | +9.6% |
| YTD | +12.5% | +65.2% | -52.6% | +4.4% |
| 1Y | +21.8% | +52.4% | -30.6% | +14.2% |
| 3Y | +48.8% | -22.6% | +71.4% | +49.8% |
| 5Y | +62.1% | -41.7% | +103.8% | +67.4% |
| All | +330.8% | -7.8% | +338.6% | +309.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling