+286.0%
SYK vs W
+178.1%
+107.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.4% |
| 7D | -11.8% | +5.9% | -17.7% | -12.3% |
| 30D | -20.4% | -3.0% | -17.3% | -20.2% |
| 3M | -12.1% | +40.3% | -52.4% | -15.6% |
| 6M | -24.3% | +32.2% | -56.6% | -27.4% |
| YTD | -21.2% | -0.3% | -20.9% | -22.6% |
| 1Y | -29.2% | +16.2% | -45.3% | -31.9% |
| 3Y | -2.1% | +40.7% | -42.8% | -12.0% |
| 5Y | +4.7% | -62.3% | +67.1% | -1.1% |
| 10Y | +178.2% | +162.2% | +16.0% | +92.3% |
| All | +286.0% | +178.1% | +107.9% | +164.7% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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