+1,328.4%
WDC vs SYK
-4.6%
+1,333.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.5% | -4.5% |
| 7D | +4.4% | -12.3% | +16.7% | +4.1% |
| 30D | +5.3% | -22.4% | +27.7% | +4.9% |
| 3M | -5.9% | -12.3% | +6.4% | -8.1% |
| 6M | +73.2% | -24.3% | +97.5% | +78.9% |
| YTD | +167.8% | -22.8% | +190.6% | +173.5% |
| 1Y | +386.0% | -28.8% | +414.8% | +411.4% |
| All | +1,328.4% | -4.6% | +1,333.0% | +1,317.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling