-5.3%
SYK vs WWD
+27.2%
-32.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -1.9% | +11.3% | +9.5% |
| 7D | +11.7% | +7.3% | +4.4% | +11.1% |
| 30D | +19.1% | -2.0% | +21.1% | +19.0% |
| 3M | +1.4% | -12.6% | +14.0% | +2.0% |
| 6M | +17.4% | -8.4% | +25.9% | +16.6% |
| YTD | -2.5% | +8.2% | -10.8% | -3.6% |
| 1Y | -5.3% | +26.5% | -31.8% | -7.5% |
| All | -5.3% | +27.2% | -32.5% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 1y: compounded portfolio wealth divided by compounded WWD 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…
1y analysis · Full analysis span regression · 6 months rolling