+16.5%
SYK vs SW
+44.2%
-27.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -6.1% | -2.6% | -3.6% | -5.8% |
| 30D | +12.8% | +7.2% | +5.6% | +11.6% |
| 3M | -8.1% | -10.5% | +2.3% | -6.7% |
| 6M | +13.5% | +9.9% | +3.6% | +11.8% |
| YTD | -8.5% | +17.2% | -25.8% | -11.2% |
| 1Y | -11.4% | +26.5% | -37.9% | -15.0% |
| All | +16.5% | +44.2% | -27.6% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 3y: compounded portfolio wealth divided by compounded SW 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…
3y analysis · Full analysis span regression · 6 months rolling