-5.4%
SYK vs WM
+44.2%
-49.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -11.8% | -1.2% | -10.6% | -11.3% |
| 30D | -20.4% | -4.5% | -15.9% | -18.9% |
| 3M | -12.1% | -2.2% | -9.9% | -11.1% |
| 6M | -24.3% | -11.5% | -12.9% | -20.9% |
| YTD | -21.2% | -0.7% | -20.6% | -21.1% |
| 1Y | -29.2% | +0.3% | -29.5% | -29.4% |
| All | -5.4% | +44.2% | -49.6% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling