+167.6%
SYK vs WU
-39.5%
+207.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.7% |
| 7D | -12.3% | -5.0% | -7.4% | -10.7% |
| 30D | -22.4% | -2.3% | -20.2% | -21.9% |
| 3M | -12.3% | -3.2% | -9.1% | -12.3% |
| 6M | -24.3% | -25.0% | +0.7% | -17.6% |
| YTD | -22.8% | -21.7% | -1.1% | -17.5% |
| 1Y | -28.8% | -9.0% | -19.8% | -28.6% |
| 3Y | -4.0% | -28.9% | +24.9% | +2.9% |
| 5Y | +3.8% | -51.0% | +54.9% | +28.0% |
| All | +167.6% | -39.5% | +207.0% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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