+12.5%
WFC vs SYK
-28.8%
+41.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | +0.1% |
| 7D | +0.3% | -12.3% | +12.6% | +2.6% |
| 30D | +2.3% | -22.4% | +24.7% | +6.8% |
| 3M | +9.8% | -12.3% | +22.1% | +11.5% |
| 6M | +15.6% | -24.3% | +39.9% | +19.6% |
| YTD | -2.4% | -22.8% | +20.3% | +0.8% |
| All | +12.5% | -28.8% | +41.3% | +16.8% |
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 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