+22,728.0%
SYK vs BBWI
+930.0%
+21,798.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.9% | +0.8% |
| 7D | -11.8% | -4.4% | -7.4% | -11.0% |
| 30D | -20.4% | -7.4% | -13.0% | -19.4% |
| 3M | -12.1% | -2.2% | -9.8% | -12.2% |
| 6M | -24.3% | -16.3% | -8.0% | -22.9% |
| YTD | -21.2% | -9.1% | -12.1% | -21.4% |
| 1Y | -29.2% | -34.5% | +5.3% | -25.7% |
| 3Y | -2.1% | -47.0% | +44.9% | +2.6% |
| 5Y | +4.7% | -68.8% | +73.6% | +17.6% |
| 10Y | +178.2% | -57.4% | +235.6% | +150.9% |
| All | +22,728.0% | +930.0% | +21,798.0% | +8,305.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling