+25,027.4%
SYK vs WM
+26,336.4%
-1,309.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.3% |
| 7D | -8.3% | -0.3% | -8.0% | -8.3% |
| 30D | -10.1% | -2.4% | -7.7% | -9.6% |
| 3M | +0.9% | +0.4% | +0.5% | +0.9% |
| 6M | -20.2% | -9.5% | -10.7% | -18.6% |
| YTD | -13.3% | +0.5% | -13.8% | -13.4% |
| 1Y | -22.3% | -1.1% | -21.3% | -22.3% |
| 3Y | +9.7% | +46.0% | -36.3% | +1.5% |
| 5Y | +15.4% | +51.8% | -36.4% | +6.0% |
| 10Y | +192.9% | +307.5% | -114.7% | +129.2% |
| All | +25,027.4% | +26,336.4% | -1,309.0% | +12,806.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling