+428.1%
WMT vs SIRI
-10.2%
+438.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.3% |
| 7D | 0.0% | +0.6% | -0.5% | 0.0% |
| 30D | -7.4% | +2.5% | -9.9% | -7.6% |
| 3M | -10.9% | +6.6% | -17.5% | -11.4% |
| 6M | -12.7% | +32.9% | -45.6% | -15.2% |
| YTD | -3.2% | +50.5% | -53.7% | -7.2% |
| 1Y | +5.3% | +28.0% | -22.7% | +2.4% |
| 3Y | +101.9% | -22.4% | +124.3% | +101.7% |
| 5Y | +134.6% | -41.3% | +175.8% | +137.3% |
| All | +428.1% | -10.2% | +438.3% | +392.7% |
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 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