+167.6%
SYK vs GWW
+565.7%
-398.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -12.3% | -3.1% | -9.2% | -11.3% |
| 30D | -22.4% | -2.3% | -20.1% | -21.8% |
| 3M | -12.3% | -3.3% | -9.0% | -11.5% |
| 6M | -24.3% | +15.4% | -39.7% | -28.0% |
| YTD | -22.8% | +26.7% | -49.5% | -29.2% |
| 1Y | -28.8% | +29.0% | -57.7% | -35.2% |
| 3Y | -4.0% | +89.0% | -93.0% | -24.5% |
| 5Y | +3.8% | +221.8% | -217.9% | -33.5% |
| All | +167.6% | +565.7% | -398.1% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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