+5.0%
SYK vs WSM
+172.3%
-167.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.7% |
| 7D | -12.3% | +0.4% | -12.8% | -12.4% |
| 30D | -22.4% | -10.7% | -11.7% | -21.0% |
| 3M | -12.3% | +8.5% | -20.8% | -13.5% |
| 6M | -24.3% | +19.6% | -43.9% | -26.6% |
| YTD | -22.8% | +26.6% | -49.4% | -26.0% |
| 1Y | -28.8% | +12.0% | -40.7% | -30.5% |
| 3Y | -4.0% | +226.6% | -230.6% | -26.8% |
| All | +5.0% | +172.3% | -167.2% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 5y: compounded portfolio wealth divided by compounded WSM 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…
5y analysis · Full analysis span regression · 6 months rolling