+120.8%
WFC vs SYK
+3.4%
+117.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | +0.5% |
| 7D | +0.3% | -12.3% | +12.6% | +5.2% |
| 30D | +2.3% | -22.4% | +24.7% | +12.4% |
| 3M | +9.8% | -12.3% | +22.1% | +14.0% |
| 6M | +15.6% | -24.3% | +39.9% | +27.2% |
| YTD | -2.4% | -22.8% | +20.3% | +6.1% |
| 1Y | +13.8% | -28.8% | +42.6% | +28.0% |
| 3Y | +134.6% | -4.0% | +138.6% | +130.0% |
| All | +120.8% | +3.4% | +117.4% | +100.7% |
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