+167.6%
SYK vs WM
+306.3%
-138.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.5% |
| 7D | -12.3% | -3.1% | -9.2% | -10.5% |
| 30D | -22.4% | -5.3% | -17.1% | -19.7% |
| 3M | -12.3% | -4.2% | -8.1% | -9.9% |
| 6M | -24.3% | -8.1% | -16.3% | -20.4% |
| YTD | -22.8% | -1.4% | -21.3% | -22.6% |
| 1Y | -28.8% | +0.2% | -29.0% | -29.6% |
| 3Y | -4.0% | +43.1% | -47.1% | -27.3% |
| 5Y | +3.8% | +49.8% | -46.0% | -25.0% |
| All | +167.6% | +306.3% | -138.8% | +16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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