-16.2%
SYK vs WM
+21.5%
-37.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -5.0% | +3.2% | -8.2% | -6.5% |
| 30D | +9.9% | +13.0% | -3.1% | +3.4% |
| 3M | -8.9% | +9.2% | -18.2% | -13.2% |
| 6M | +3.1% | +13.6% | -10.5% | -2.6% |
| YTD | -11.1% | +12.4% | -23.5% | -15.7% |
| 1Y | -16.2% | +21.2% | -37.4% | -21.3% |
| All | -16.2% | +21.5% | -37.7% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling