+167.6%
SYK vs WCC
+518.6%
-351.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -1.3% |
| 7D | -12.3% | +1.7% | -14.0% | -12.7% |
| 30D | -22.4% | -6.1% | -16.4% | -21.6% |
| 3M | -12.3% | +3.1% | -15.4% | -13.8% |
| 6M | -24.3% | +28.2% | -52.5% | -29.8% |
| YTD | -22.8% | +41.1% | -63.9% | -30.3% |
| 1Y | -28.8% | +61.3% | -90.1% | -38.1% |
| 3Y | -4.0% | +123.6% | -127.6% | -27.2% |
| 5Y | +3.8% | +214.8% | -210.9% | -31.5% |
| All | +167.6% | +518.6% | -351.0% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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