+1,228.2%
WDC vs SYK
+173.6%
+1,054.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.5% | -3.4% |
| 7D | +4.4% | -12.3% | +16.7% | +11.2% |
| 30D | +5.3% | -22.4% | +27.7% | +19.1% |
| 3M | -5.9% | -12.3% | +6.4% | -4.0% |
| 6M | +73.2% | -24.3% | +97.5% | +91.1% |
| YTD | +167.8% | -22.8% | +190.6% | +190.5% |
| 1Y | +386.0% | -28.8% | +414.8% | +449.6% |
| 3Y | +1,309.7% | -4.0% | +1,313.7% | +1,185.2% |
| 5Y | +957.1% | +3.8% | +953.2% | +788.0% |
| All | +1,228.2% | +173.6% | +1,054.6% | +632.2% |
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