+9,693.6%
SYK vs WWD
+14,805.6%
-5,112.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.6% |
| 7D | -12.3% | -2.9% | -9.5% | -11.7% |
| 30D | -22.4% | -6.6% | -15.8% | -21.2% |
| 3M | -12.3% | -9.3% | -3.0% | -10.8% |
| 6M | -24.3% | -13.6% | -10.7% | -22.4% |
| YTD | -22.8% | +10.4% | -33.1% | -25.6% |
| 1Y | -28.8% | +39.9% | -68.7% | -35.5% |
| 3Y | -4.0% | +165.0% | -169.0% | -26.6% |
| 5Y | +3.8% | +183.8% | -179.9% | -22.9% |
| 10Y | +172.8% | +486.6% | -313.8% | +67.0% |
| All | +9,693.6% | +14,805.6% | -5,112.0% | +3,982.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling