+22,282.0%
SYK vs GWW
+13,908.6%
+8,373.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -12.3% | -3.1% | -9.2% | -11.4% |
| 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% | -27.9% |
| YTD | -22.8% | +26.7% | -49.5% | -28.9% |
| 1Y | -28.8% | +29.0% | -57.7% | -34.9% |
| 3Y | -4.0% | +89.0% | -93.0% | -23.6% |
| 5Y | +3.8% | +221.8% | -217.9% | -31.5% |
| 10Y | +172.8% | +562.7% | -389.9% | +36.5% |
| All | +22,282.0% | +13,908.6% | +8,373.4% | +3,508.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling