+417.4%
WDC vs SYK
-21.3%
+438.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.6% | +7.4% | +4.8% |
| 7D | +1.7% | -8.3% | +10.1% | -3.8% |
| 30D | -10.0% | -10.1% | +0.1% | -15.7% |
| 3M | -18.8% | +0.9% | -19.7% | -17.9% |
| 6M | +79.0% | -20.2% | +99.2% | +77.8% |
| YTD | +171.6% | -13.3% | +184.8% | +175.8% |
| 1Y | +417.4% | -22.3% | +439.7% | +411.1% |
| All | +417.4% | -21.3% | +438.7% | +411.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling