+1,159.4%
SYK vs WTW
+1,101.3%
+58.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -12.3% | -7.8% | -4.5% | -9.7% |
| 30D | -22.4% | -7.9% | -14.6% | -20.1% |
| 3M | -12.3% | +19.9% | -32.3% | -17.8% |
| 6M | -24.3% | +9.8% | -34.1% | -27.2% |
| YTD | -22.8% | -3.3% | -19.4% | -22.8% |
| 1Y | -28.8% | -3.3% | -25.5% | -28.9% |
| 3Y | -4.0% | +61.5% | -65.5% | -21.4% |
| 5Y | +3.8% | +42.6% | -38.7% | -11.4% |
| 10Y | +172.8% | +197.1% | -24.2% | +82.3% |
| All | +1,159.4% | +1,101.3% | +58.1% | +534.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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