+167.6%
SYK vs WEC
+146.6%
+21.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | -12.3% | -1.3% | -11.1% | -11.9% |
| 30D | -22.4% | -0.4% | -22.1% | -22.4% |
| 3M | -12.3% | -6.8% | -5.5% | -9.5% |
| 6M | -24.3% | -6.4% | -17.9% | -22.1% |
| YTD | -22.8% | +2.5% | -25.2% | -23.9% |
| 1Y | -28.8% | -0.4% | -28.4% | -29.0% |
| 3Y | -4.0% | +38.5% | -42.5% | -18.9% |
| 5Y | +3.8% | +31.7% | -27.8% | -11.0% |
| All | +167.6% | +146.6% | +21.0% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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