+111.5%
WDAY vs SYK
+173.6%
-62.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.6% |
| 7D | -10.5% | -12.3% | +1.8% | -3.6% |
| 30D | +2.1% | -22.4% | +24.6% | +17.9% |
| 3M | +34.6% | -12.3% | +47.0% | +44.7% |
| 6M | +29.9% | -24.3% | +54.2% | +50.6% |
| YTD | -13.8% | -22.8% | +8.9% | -1.7% |
| 1Y | -18.3% | -28.8% | +10.5% | -2.5% |
| 3Y | -26.2% | -4.0% | -22.2% | -28.2% |
| 5Y | -30.8% | +3.8% | -34.7% | -37.2% |
| All | +111.5% | +173.6% | -62.1% | +4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling