+328.7%
WM vs SIRI
0.0%
+328.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -0.5% | +11.4% | -11.9% | -2.0% |
| 30D | +13.3% | +24.2% | -10.9% | +10.0% |
| 3M | +4.4% | +11.1% | -6.7% | +2.7% |
| 6M | +10.8% | +23.9% | -13.1% | +7.3% |
| YTD | +9.1% | +70.0% | -60.9% | +0.8% |
| 1Y | +19.1% | +56.6% | -37.5% | +11.3% |
| 3Y | +45.7% | -21.4% | +67.0% | +46.5% |
| 5Y | +60.4% | -38.3% | +98.7% | +63.8% |
| 10Y | +328.7% | -3.5% | +332.2% | +304.2% |
| All | +328.7% | 0.0% | +328.7% | +304.2% |
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 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