+22,282.0%
SYK vs WSM
+34,191.7%
-11,909.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.2% |
| 3M | -12.3% | +8.5% | -20.8% | -13.4% |
| 6M | -24.3% | +19.6% | -43.9% | -26.4% |
| YTD | -22.8% | +26.6% | -49.4% | -25.7% |
| 1Y | -28.8% | +12.0% | -40.7% | -30.4% |
| 3Y | -4.0% | +226.6% | -230.6% | -22.0% |
| 5Y | +3.8% | +174.1% | -170.3% | -15.4% |
| 10Y | +172.8% | +1,052.9% | -880.1% | +72.9% |
| All | +22,282.0% | +34,191.7% | -11,909.7% | +6,990.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling