+27.4%
WMT vs SYK
-4.2%
+31.5%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +9.4% | -5.9% | +1.7% |
| 7D | +8.8% | +11.7% | -3.0% | +6.3% |
| 30D | +22.9% | +19.1% | +3.9% | +18.7% |
| 3M | +16.1% | +1.4% | +14.7% | +15.2% |
| 6M | -0.5% | +17.4% | -17.9% | -2.6% |
| YTD | +16.7% | -2.5% | +19.2% | +14.1% |
| 1Y | +27.4% | -5.3% | +32.7% | +24.5% |
| All | +27.4% | -4.2% | +31.5% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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