+167.6%
SYK vs BBWI
-57.7%
+225.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | -12.3% | -8.0% | -4.3% | -11.1% |
| 30D | -22.4% | -6.6% | -15.8% | -21.7% |
| 3M | -12.3% | -2.7% | -9.6% | -12.4% |
| 6M | -24.3% | -12.8% | -11.5% | -23.6% |
| YTD | -22.8% | -10.5% | -12.3% | -22.7% |
| 1Y | -28.8% | -35.3% | +6.6% | -25.4% |
| 3Y | -4.0% | -47.7% | +43.8% | +0.4% |
| 5Y | +3.8% | -68.9% | +72.7% | +15.8% |
| All | +167.6% | -57.7% | +225.2% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling