-5.3%
SYK vs WAT
+32.9%
-38.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +1.7% | +7.7% | +9.1% |
| 7D | +11.7% | -1.9% | +13.7% | +12.1% |
| 30D | +19.1% | +6.2% | +12.8% | +18.0% |
| 3M | +1.4% | +18.1% | -16.6% | -1.1% |
| 6M | +17.4% | +54.9% | -37.4% | +9.8% |
| YTD | -2.5% | +23.1% | -25.6% | -6.6% |
| 1Y | -5.3% | +27.3% | -32.6% | -10.2% |
| All | -5.3% | +32.9% | -38.2% | -10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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