+22,728.0%
SYK vs WST
+12,219.3%
+10,508.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -11.8% | -1.7% | -10.1% | -11.4% |
| 30D | -20.4% | -4.3% | -16.1% | -19.5% |
| 3M | -12.1% | +0.7% | -12.8% | -12.4% |
| 6M | -24.3% | +36.0% | -60.4% | -30.7% |
| YTD | -21.2% | +22.7% | -44.0% | -26.1% |
| 1Y | -29.2% | +34.1% | -63.3% | -35.4% |
| 3Y | -2.1% | -13.6% | +11.5% | -6.2% |
| 5Y | +4.7% | -26.0% | +30.7% | +2.4% |
| 10Y | +178.2% | +335.8% | -157.5% | +61.6% |
| All | +22,728.0% | +12,219.3% | +10,508.6% | +6,236.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling