+5.0%
SYK vs WU
-51.6%
+56.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.8% |
| 7D | -12.3% | -5.0% | -7.4% | -11.3% |
| 30D | -22.4% | -2.3% | -20.2% | -22.1% |
| 3M | -12.3% | -3.2% | -9.1% | -12.2% |
| 6M | -24.3% | -25.0% | +0.7% | -19.9% |
| YTD | -22.8% | -21.7% | -1.1% | -19.2% |
| 1Y | -28.8% | -9.0% | -19.8% | -28.6% |
| 3Y | -4.0% | -28.9% | +24.9% | +0.8% |
| All | +5.0% | -51.6% | +56.6% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling