-6.9%
SYK vs WETO
-99.2%
+92.3%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +20.4% | -23.1% | -2.5% |
| 7D | +11.7% | +36.5% | -24.8% | +12.2% |
| 30D | +18.3% | -14.4% | +32.7% | +18.2% |
| 3M | -3.1% | -82.5% | +79.4% | -2.2% |
| 6M | +12.1% | -97.9% | +110.0% | +16.6% |
| YTD | -6.5% | -98.8% | +92.3% | -0.9% |
| 1Y | -6.9% | -99.1% | +92.2% | -1.7% |
| All | -6.9% | -99.2% | +92.3% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling