+297.5%
WBD vs SYK
+617.3%
-319.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +2.0% |
| 7D | -0.6% | -12.3% | +11.7% | +5.6% |
| 30D | +4.2% | -22.4% | +26.6% | +17.2% |
| 3M | +7.5% | -12.3% | +19.8% | +12.6% |
| 6M | +1.6% | -24.3% | +25.9% | +13.6% |
| YTD | -2.2% | -22.8% | +20.6% | +8.0% |
| 1Y | +124.9% | -28.8% | +153.7% | +157.0% |
| 3Y | +149.1% | -4.0% | +153.1% | +142.6% |
| 5Y | +7.8% | +3.8% | +4.0% | -0.1% |
| 10Y | +14.9% | +172.8% | -157.9% | -40.5% |
| All | +297.5% | +617.3% | -319.8% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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