-24.0%
SYK vs WMB
+4.4%
-28.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +2.3% | -11.1% | -8.8% |
| 7D | -12.9% | +0.8% | -13.7% | -12.8% |
| 30D | -18.5% | +7.7% | -26.2% | -18.8% |
| 3M | -8.1% | +6.7% | -14.8% | -9.0% |
| All | -24.0% | +4.4% | -28.4% | -24.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling