+2,642.1%
WMB vs SIRI
-8.5%
+2,650.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.5% |
| 7D | +7.8% | -1.7% | +9.5% | +8.0% |
| 30D | -5.1% | +21.1% | -26.2% | -6.9% |
| 3M | -4.7% | +14.7% | -19.4% | -6.1% |
| 6M | -7.4% | +22.9% | -30.3% | -9.5% |
| YTD | +17.5% | +65.7% | -48.3% | +11.5% |
| 1Y | +19.5% | +53.5% | -34.0% | +14.1% |
| 3Y | +121.3% | -23.0% | +144.3% | +120.5% |
| 5Y | +200.5% | -41.5% | +242.0% | +202.0% |
| 10Y | +281.9% | -7.4% | +289.3% | +268.2% |
| All | +2,642.1% | -8.5% | +2,650.6% | +2,228.9% |
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 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