+487.8%
SYK vs SW
+755.0%
-267.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -1.6% |
| 7D | -8.3% | -5.1% | -3.2% | -8.1% |
| 30D | -10.1% | -4.6% | -5.5% | -9.8% |
| 3M | +0.9% | +9.4% | -8.5% | +0.4% |
| 6M | -20.2% | +3.5% | -23.7% | -20.5% |
| YTD | -13.3% | +22.0% | -35.3% | -14.4% |
| 1Y | -22.3% | +2.2% | -24.6% | -22.7% |
| 3Y | +9.7% | +19.6% | -9.9% | +7.8% |
| 5Y | +15.4% | -2.3% | +17.7% | +13.0% |
| 10Y | +192.9% | +181.4% | +11.5% | +176.1% |
| All | +487.8% | +755.0% | -267.2% | +445.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling