+1,654.8%
WULF vs SYK
+9,607.7%
-7,953.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.0% | -3.8% | -5.5% |
| 7D | -0.6% | -12.3% | +11.8% | +1.0% |
| 30D | -3.6% | -22.4% | +18.8% | -0.7% |
| 3M | -30.4% | -12.3% | -18.1% | -29.7% |
| 6M | +12.5% | -24.3% | +36.8% | +15.7% |
| YTD | +40.5% | -22.8% | +63.2% | +43.7% |
| 1Y | +53.0% | -28.8% | +81.8% | +58.1% |
| 3Y | +796.7% | -4.0% | +800.6% | +793.0% |
| 5Y | -30.9% | +3.8% | -34.7% | -32.0% |
| 10Y | +76.1% | +172.8% | -96.7% | +62.3% |
| All | +1,654.8% | +9,607.7% | -7,953.0% | +1,566.0% |
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