-22.3%
SYK vs ITW
+5.8%
-28.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -8.3% | -3.6% | -4.8% | -7.2% |
| 30D | -10.1% | -9.1% | -0.9% | -7.2% |
| 3M | +0.9% | +8.2% | -7.3% | -1.3% |
| 6M | -20.2% | -4.8% | -15.4% | -19.7% |
| YTD | -13.3% | +11.0% | -24.3% | -16.0% |
| 1Y | -22.3% | +4.2% | -26.6% | -24.7% |
| All | -22.3% | +5.8% | -28.1% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling