+265.4%
WPM vs SIRI
-41.5%
+306.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.1% | +2.0% |
| 7D | -0.6% | +0.6% | -1.1% | -0.6% |
| 30D | +14.4% | +2.5% | +11.9% | +14.2% |
| 3M | +37.0% | +6.6% | +30.4% | +36.2% |
| 6M | +4.1% | +32.9% | -28.8% | +1.9% |
| YTD | +31.7% | +50.5% | -18.7% | +27.6% |
| 1Y | +44.2% | +28.0% | +16.2% | +41.3% |
| 3Y | +265.5% | -22.4% | +287.9% | +266.1% |
| All | +265.4% | -41.5% | +306.8% | +302.5% |
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