-7.2%
SYK vs WY
-25.0%
+17.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.2% |
| 7D | -12.3% | -3.7% | -8.7% | -11.4% |
| 30D | -22.4% | -11.3% | -11.1% | -20.0% |
| 3M | -12.3% | -8.1% | -4.2% | -10.5% |
| 6M | -24.3% | -7.4% | -16.9% | -22.9% |
| YTD | -22.8% | -4.7% | -18.1% | -22.2% |
| 1Y | -28.8% | -9.2% | -19.6% | -27.3% |
| All | -7.2% | -25.0% | +17.8% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 3y: compounded portfolio wealth divided by compounded WY 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…
3y analysis · Full analysis span regression · 6 months rolling