+376.5%
SYK vs NWSA
+120.6%
+255.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.7% |
| 7D | -12.3% | -4.8% | -7.6% | -10.8% |
| 30D | -22.4% | +3.0% | -25.4% | -23.2% |
| 3M | -12.3% | +9.3% | -21.6% | -15.1% |
| 6M | -24.3% | +23.2% | -47.5% | -29.9% |
| YTD | -22.8% | +13.3% | -36.1% | -26.6% |
| 1Y | -28.8% | +2.9% | -31.7% | -30.2% |
| 3Y | -4.0% | +43.3% | -47.3% | -17.4% |
| 5Y | +3.8% | +40.9% | -37.0% | -12.1% |
| 10Y | +172.8% | +148.1% | +24.7% | +75.9% |
| All | +376.5% | +120.6% | +255.9% | +214.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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