+591.0%
SYK vs WU
-22.8%
+613.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.7% |
| 7D | -12.3% | -5.0% | -7.4% | -10.8% |
| 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% | -18.0% |
| YTD | -22.8% | -21.7% | -1.1% | -17.8% |
| 1Y | -28.8% | -9.0% | -19.8% | -28.4% |
| 3Y | -4.0% | -28.9% | +24.9% | +2.6% |
| 5Y | +3.8% | -51.0% | +54.9% | +23.6% |
| 10Y | +172.8% | -40.1% | +212.9% | +197.3% |
| All | +591.0% | -22.8% | +613.8% | +526.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling