+22,727.9%
SYK vs WMB
+5,611.5%
+17,116.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -11.8% | 0.0% | -11.8% | -11.8% |
| 30D | -20.4% | +4.6% | -25.0% | -20.9% |
| 3M | -12.1% | +5.7% | -17.8% | -12.9% |
| 6M | -24.3% | +4.2% | -28.5% | -24.9% |
| YTD | -21.2% | +26.8% | -48.1% | -23.9% |
| 1Y | -29.2% | +34.7% | -63.8% | -32.2% |
| 3Y | -2.1% | +146.8% | -148.9% | -14.0% |
| 5Y | +4.7% | +285.0% | -280.3% | -13.5% |
| 10Y | +178.2% | +313.2% | -134.9% | +122.3% |
| All | +22,727.9% | +5,611.5% | +17,116.4% | +8,387.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling