+947.3%
WDC vs SYK
+3.4%
+943.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.5% | -3.9% |
| 7D | +4.4% | -12.3% | +16.7% | +8.2% |
| 30D | +5.3% | -22.4% | +27.7% | +12.9% |
| 3M | -5.9% | -12.3% | +6.4% | -5.8% |
| 6M | +73.2% | -24.3% | +97.5% | +85.8% |
| YTD | +167.8% | -22.8% | +190.6% | +183.2% |
| 1Y | +386.0% | -28.8% | +414.8% | +433.1% |
| 3Y | +1,309.7% | -4.0% | +1,313.7% | +1,182.2% |
| All | +947.3% | +3.4% | +943.9% | +734.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling