+167.6%
SYK vs WWD
+490.2%
-322.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.5% |
| 7D | -12.3% | -2.9% | -9.5% | -11.4% |
| 30D | -22.4% | -6.6% | -15.8% | -20.7% |
| 3M | -12.3% | -9.3% | -3.0% | -10.2% |
| 6M | -24.3% | -13.6% | -10.7% | -21.7% |
| YTD | -22.8% | +10.4% | -33.1% | -27.4% |
| 1Y | -28.8% | +39.9% | -68.7% | -39.2% |
| 3Y | -4.0% | +165.0% | -169.0% | -38.1% |
| 5Y | +3.8% | +183.8% | -179.9% | -36.5% |
| All | +167.6% | +490.2% | -322.7% | +23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling