+3,358.8%
SYK vs WCN
+6,623.4%
-3,264.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | -9.1% | -3.1% | -6.0% | -8.4% |
| 30D | -20.6% | -3.4% | -17.2% | -20.0% |
| 3M | -9.6% | +3.0% | -12.6% | -10.2% |
| 6M | -19.9% | -3.8% | -16.1% | -19.2% |
| YTD | -21.2% | -8.3% | -12.9% | -19.7% |
| 1Y | -28.4% | -9.7% | -18.7% | -26.8% |
| 3Y | -5.3% | +17.2% | -22.5% | -9.1% |
| 5Y | +6.0% | +25.3% | -19.3% | +0.2% |
| 10Y | +178.4% | +235.4% | -56.9% | +119.4% |
| All | +3,358.8% | +6,623.4% | -3,264.6% | +1,710.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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