+167.6%
SYK vs WST
+341.6%
-174.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.1% | -2.5% |
| 7D | -12.3% | +0.4% | -12.8% | -12.4% |
| 30D | -22.4% | -2.0% | -20.4% | -22.1% |
| 3M | -12.3% | +4.1% | -16.4% | -13.4% |
| 6M | -24.3% | +47.4% | -71.7% | -32.0% |
| YTD | -22.8% | +25.4% | -48.2% | -27.8% |
| 1Y | -28.8% | +35.3% | -64.1% | -35.1% |
| 3Y | -4.0% | -11.7% | +7.7% | -7.5% |
| 5Y | +3.8% | -24.0% | +27.9% | +2.7% |
| All | +167.6% | +341.6% | -174.1% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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