+17,600.4%
WDC vs SYK
+22,282.0%
-4,681.6%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.5% | -3.7% |
| 7D | +4.4% | -12.3% | +16.7% | +9.1% |
| 30D | +5.3% | -22.4% | +27.7% | +14.7% |
| 3M | -5.9% | -12.3% | +6.4% | -4.1% |
| 6M | +73.2% | -24.3% | +97.5% | +85.1% |
| YTD | +167.8% | -22.8% | +190.6% | +183.6% |
| 1Y | +386.0% | -28.8% | +414.8% | +427.5% |
| 3Y | +1,309.7% | -4.0% | +1,313.7% | +1,260.9% |
| 5Y | +957.1% | +3.8% | +953.2% | +886.1% |
| 10Y | +1,246.7% | +172.8% | +1,073.9% | +811.2% |
| All | +17,600.4% | +22,282.0% | -4,681.6% | +2,820.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling