+2,821.7%
WMB vs SIRI
-17.3%
+2,839.1%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +0.4% |
| 7D | +0.6% | +1.6% | -1.0% | +0.4% |
| 30D | +3.3% | -4.7% | +8.0% | +3.6% |
| 3M | +3.1% | +5.3% | -2.1% | +2.5% |
| 6M | -0.7% | +30.5% | -31.2% | -3.4% |
| YTD | +25.2% | +49.6% | -24.5% | +20.1% |
| 1Y | +32.9% | +28.5% | +4.4% | +29.1% |
| 3Y | +140.6% | -27.5% | +168.0% | +140.9% |
| 5Y | +273.5% | -44.7% | +318.1% | +277.7% |
| 10Y | +334.2% | -12.6% | +346.8% | +321.8% |
| All | +2,821.7% | -17.3% | +2,839.1% | +2,408.7% |
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