+183.6%
SYK vs ITW
+194.3%
-10.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.1% |
| 7D | -7.0% | -0.4% | -6.6% | -6.8% |
| 30D | -16.9% | -7.5% | -9.4% | -13.1% |
| 3M | -9.5% | +5.1% | -14.6% | -12.2% |
| 6M | -15.9% | +2.0% | -17.9% | -17.2% |
| YTD | -19.4% | +10.6% | -30.0% | -24.6% |
| 1Y | -25.7% | +4.7% | -30.5% | -28.5% |
| 3Y | -1.6% | +20.6% | -22.2% | -14.3% |
| 5Y | +7.9% | +39.5% | -31.6% | -15.2% |
| 10Y | +183.6% | +193.3% | -9.7% | +59.8% |
| All | +183.6% | +194.3% | -10.7% | +59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling