+167.6%
SYK vs WAT
+166.5%
+1.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -12.3% | -2.9% | -9.4% | -11.3% |
| 30D | -22.4% | -3.2% | -19.2% | -21.5% |
| 3M | -12.3% | +10.6% | -22.9% | -15.9% |
| 6M | -24.3% | +34.0% | -58.4% | -33.4% |
| YTD | -22.8% | +5.7% | -28.5% | -25.9% |
| 1Y | -28.8% | +37.1% | -65.8% | -39.0% |
| 3Y | -4.0% | +52.4% | -56.4% | -26.6% |
| 5Y | +3.8% | -4.4% | +8.3% | -2.1% |
| All | +167.6% | +166.5% | +1.1% | +50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling