+26,409.2%
SYK vs WM
+29,035.9%
-2,626.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.2% | -2.9% | -1.9% |
| 7D | -6.1% | +0.8% | -6.9% | -6.3% |
| 30D | +12.8% | +13.8% | -1.0% | +9.9% |
| 3M | -8.1% | +6.4% | -14.5% | -9.3% |
| 6M | +13.5% | +13.2% | +0.3% | +10.7% |
| YTD | -8.5% | +10.8% | -19.3% | -10.4% |
| 1Y | -11.4% | +20.2% | -31.6% | -14.7% |
| 3Y | +20.0% | +46.5% | -26.4% | +10.9% |
| 5Y | +27.6% | +61.3% | -33.7% | +15.7% |
| 10Y | +222.6% | +324.8% | -102.2% | +149.7% |
| All | +26,409.2% | +29,035.9% | -2,626.7% | +13,251.7% |
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