+22,282.0%
SYK vs WY
+652.8%
+21,629.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.1% |
| 7D | -12.3% | -3.7% | -8.7% | -11.3% |
| 30D | -22.4% | -11.3% | -11.1% | -19.5% |
| 3M | -12.3% | -8.1% | -4.2% | -10.3% |
| 6M | -24.3% | -7.4% | -16.9% | -22.8% |
| YTD | -22.8% | -4.7% | -18.1% | -22.2% |
| 1Y | -28.8% | -9.2% | -19.6% | -27.3% |
| 3Y | -4.0% | -24.7% | +20.7% | +2.4% |
| 5Y | +3.8% | -21.6% | +25.4% | +8.7% |
| 10Y | +172.8% | +6.7% | +166.1% | +147.5% |
| All | +22,282.0% | +652.8% | +21,629.2% | +9,306.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling