+398.8%
SYK vs CDW
+851.1%
-452.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -5.2% | -3.6% | -6.9% |
| 7D | -12.9% | -3.9% | -9.0% | -11.6% |
| 30D | -18.5% | +6.9% | -25.4% | -20.6% |
| 3M | -8.1% | +7.7% | -15.8% | -11.4% |
| 6M | -23.8% | +18.3% | -42.1% | -30.8% |
| YTD | -20.9% | +7.8% | -28.7% | -26.0% |
| 1Y | -29.0% | -12.2% | -16.8% | -28.3% |
| 3Y | -1.7% | -28.9% | +27.3% | +5.1% |
| 5Y | +4.0% | -22.8% | +26.7% | +4.8% |
| 10Y | +168.8% | +266.1% | -97.3% | +60.8% |
| All | +398.8% | +851.1% | -452.3% | +164.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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