+5.0%
SYK vs WAT
-5.1%
+10.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -12.3% | -2.9% | -9.4% | -11.6% |
| 30D | -22.4% | -3.2% | -19.2% | -21.7% |
| 3M | -12.3% | +10.6% | -22.9% | -15.0% |
| 6M | -24.3% | +34.0% | -58.4% | -31.1% |
| YTD | -22.8% | +5.7% | -28.5% | -24.9% |
| 1Y | -28.8% | +37.1% | -65.8% | -36.6% |
| 3Y | -4.0% | +52.4% | -56.4% | -22.2% |
| All | +5.0% | -5.1% | +10.1% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling