+7.2%
SYK vs WST
-23.9%
+31.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | -9.1% | +1.8% | -10.9% | -9.4% |
| 30D | -20.6% | -1.7% | -18.9% | -20.4% |
| 3M | -9.6% | +4.9% | -14.5% | -10.5% |
| 6M | -19.9% | +45.5% | -65.4% | -25.5% |
| YTD | -21.2% | +26.1% | -47.3% | -24.9% |
| 1Y | -28.4% | +31.7% | -60.1% | -32.6% |
| 3Y | -5.3% | -12.1% | +6.7% | -6.4% |
| All | +7.2% | -23.9% | +31.1% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling