+8,577.3%
WFC vs SYK
+22,282.0%
-13,704.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | +0.4% |
| 7D | +0.3% | -12.3% | +12.6% | +4.7% |
| 30D | +2.3% | -22.4% | +24.7% | +11.3% |
| 3M | +9.8% | -12.3% | +22.1% | +13.8% |
| 6M | +15.6% | -24.3% | +39.9% | +25.7% |
| YTD | -2.4% | -22.8% | +20.3% | +5.1% |
| 1Y | +13.8% | -28.8% | +42.6% | +25.9% |
| 3Y | +134.6% | -4.0% | +138.6% | +132.6% |
| 5Y | +127.9% | +3.8% | +124.1% | +117.4% |
| 10Y | +141.8% | +172.8% | -31.0% | +69.4% |
| All | +8,577.3% | +22,282.0% | -13,704.7% | +2,370.7% |
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 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