+59.7%
WM vs SIRI
-38.7%
+98.5%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -2.0% |
| 7D | +1.2% | +12.6% | -11.4% | +0.3% |
| 30D | +13.1% | +25.9% | -12.8% | +11.1% |
| 3M | +3.6% | +10.3% | -6.7% | +2.8% |
| 6M | +8.1% | +24.8% | -16.7% | +6.2% |
| YTD | +8.9% | +68.6% | -59.7% | +4.5% |
| 1Y | +20.3% | +55.9% | -35.6% | +16.1% |
| 3Y | +46.2% | -22.3% | +68.5% | +46.4% |
| All | +59.7% | -38.7% | +98.5% | +69.9% |
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