+167.6%
SYK vs WMB
+304.7%
-137.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.0% |
| 7D | -12.3% | -1.7% | -10.7% | -11.9% |
| 30D | -22.4% | +0.7% | -23.1% | -22.8% |
| 3M | -12.3% | +1.5% | -13.9% | -13.2% |
| 6M | -24.3% | +0.1% | -24.4% | -24.8% |
| YTD | -22.8% | +22.9% | -45.7% | -28.5% |
| 1Y | -28.8% | +27.9% | -56.6% | -35.1% |
| 3Y | -4.0% | +139.1% | -143.1% | -30.8% |
| 5Y | +3.8% | +270.9% | -267.1% | -36.8% |
| All | +167.6% | +304.7% | -137.1% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 10y: compounded portfolio wealth divided by compounded WMB 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…
10y analysis · Full analysis span regression · 6 months rolling