+3,939.2%
WMT vs SIRI
-16.9%
+3,956.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.5% |
| 3M | -10.9% | +6.6% | -17.5% | -11.1% |
| 6M | -12.7% | +32.9% | -45.6% | -13.5% |
| YTD | -3.2% | +50.5% | -53.7% | -4.5% |
| 1Y | +5.3% | +28.0% | -22.7% | +4.3% |
| 3Y | +101.9% | -22.4% | +124.3% | +101.6% |
| 5Y | +134.6% | -41.3% | +175.8% | +135.1% |
| 10Y | +440.4% | -10.4% | +450.8% | +433.6% |
| All | +3,939.2% | -16.9% | +3,956.1% | +3,541.1% |
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