-7.2%
SYK vs WAT
+52.2%
-59.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | -12.3% | -2.9% | -9.4% | -11.8% |
| 30D | -22.4% | -3.2% | -19.2% | -21.9% |
| 3M | -12.3% | +10.6% | -22.9% | -14.2% |
| 6M | -24.3% | +34.0% | -58.4% | -29.2% |
| YTD | -22.8% | +5.7% | -28.5% | -24.3% |
| 1Y | -28.8% | +37.1% | -65.8% | -34.4% |
| All | -7.2% | +52.2% | -59.4% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling