+167.6%
SYK vs WPM
+545.0%
-377.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.7% | +1.7% | -1.6% |
| 7D | -12.3% | -3.6% | -8.7% | -12.0% |
| 30D | -22.4% | +12.5% | -34.9% | -23.4% |
| 3M | -12.3% | +40.6% | -52.9% | -15.5% |
| 6M | -24.3% | +0.5% | -24.9% | -24.7% |
| YTD | -22.8% | +29.0% | -51.8% | -25.6% |
| 1Y | -28.8% | +43.8% | -72.6% | -32.4% |
| 3Y | -4.0% | +266.3% | -270.3% | -19.2% |
| 5Y | +3.8% | +255.1% | -251.3% | -13.5% |
| All | +167.6% | +545.0% | -377.4% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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