-5.3%
SYK vs WAB
+46.5%
-51.8%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.1% | +8.3% | +9.2% |
| 7D | +11.7% | +4.5% | +7.2% | +11.0% |
| 30D | +19.1% | +1.1% | +18.0% | +18.8% |
| 3M | +1.4% | -1.3% | +2.7% | +1.5% |
| 6M | +17.4% | +12.7% | +4.7% | +14.3% |
| YTD | -2.5% | +38.7% | -41.2% | -9.2% |
| 1Y | -5.3% | +44.9% | -50.2% | -12.4% |
| All | -5.3% | +46.5% | -51.8% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 1y: compounded portfolio wealth divided by compounded WAB 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…
1y analysis · Full analysis span regression · 6 months rolling