+27.6%
SYK vs WM
+60.7%
-33.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -2.3% |
| 7D | -6.1% | +0.8% | -6.9% | -6.5% |
| 30D | +12.8% | +13.8% | -1.0% | +5.6% |
| 3M | -8.1% | +6.4% | -14.5% | -11.1% |
| 6M | +13.5% | +13.2% | +0.3% | +6.6% |
| YTD | -8.5% | +10.8% | -19.3% | -13.6% |
| 1Y | -11.4% | +20.2% | -31.6% | -19.7% |
| 3Y | +20.0% | +46.5% | -26.4% | -4.2% |
| 5Y | +27.6% | +61.3% | -33.7% | -5.8% |
| All | +27.6% | +60.7% | -33.1% | -5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling