+5,791.2%
SYK vs WAT
+10,694.9%
-4,903.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.5% |
| 7D | -11.8% | -1.8% | -10.0% | -11.4% |
| 30D | -20.4% | -1.7% | -18.7% | -20.0% |
| 3M | -12.1% | +9.1% | -21.1% | -14.0% |
| 6M | -24.3% | +32.4% | -56.8% | -29.8% |
| YTD | -21.2% | +6.6% | -27.8% | -23.3% |
| 1Y | -29.2% | +34.7% | -63.9% | -35.0% |
| 3Y | -2.1% | +53.6% | -55.7% | -15.0% |
| 5Y | +4.7% | -4.1% | +8.8% | +0.8% |
| 10Y | +178.2% | +167.9% | +10.4% | +111.5% |
| All | +5,791.2% | +10,694.9% | -4,903.7% | +2,888.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling