+7,036.3%
SYK vs WAB
+4,053.8%
+2,982.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -12.3% | -0.2% | -12.1% | -12.3% |
| 30D | -22.4% | -5.9% | -16.6% | -21.4% |
| 3M | -12.3% | +9.4% | -21.7% | -14.5% |
| 6M | -24.3% | +13.8% | -38.1% | -27.0% |
| YTD | -22.8% | +31.8% | -54.5% | -28.0% |
| 1Y | -28.8% | +48.5% | -77.3% | -35.5% |
| 3Y | -4.0% | +167.0% | -170.9% | -24.6% |
| 5Y | +3.8% | +222.3% | -218.5% | -22.2% |
| 10Y | +172.8% | +289.6% | -116.8% | +88.0% |
| All | +7,036.3% | +4,053.8% | +2,982.5% | +3,245.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling