+5.0%
SYK vs W
-62.6%
+67.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.7% |
| 7D | -12.3% | +0.5% | -12.8% | -12.4% |
| 30D | -22.4% | -5.6% | -16.9% | -22.1% |
| 3M | -12.3% | +41.9% | -54.3% | -15.8% |
| 6M | -24.3% | +30.2% | -54.5% | -27.1% |
| YTD | -22.8% | -2.9% | -19.8% | -23.8% |
| 1Y | -28.8% | +11.6% | -40.4% | -31.1% |
| 3Y | -4.0% | +37.0% | -40.9% | -13.3% |
| All | +5.0% | -62.6% | +67.7% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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