+4.7%
SYK vs WM
+51.0%
-46.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | -11.8% | -1.2% | -10.6% | -11.2% |
| 30D | -20.4% | -4.5% | -15.9% | -18.5% |
| 3M | -12.1% | -2.2% | -9.9% | -11.0% |
| 6M | -24.3% | -11.5% | -12.9% | -19.8% |
| YTD | -21.2% | -0.7% | -20.6% | -21.3% |
| 1Y | -29.2% | +0.3% | -29.5% | -29.7% |
| 3Y | -2.1% | +44.2% | -46.3% | -21.9% |
| 5Y | +4.7% | +51.6% | -46.9% | -21.2% |
| All | +4.7% | +51.0% | -46.3% | -21.2% |
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