+3.9%
WMT vs SYK
-28.8%
+32.7%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.3% |
| 7D | -2.5% | -12.3% | +9.9% | -0.2% |
| 30D | -6.4% | -22.4% | +16.0% | -2.0% |
| 3M | -12.1% | -12.3% | +0.2% | -9.8% |
| 6M | -15.0% | -24.3% | +9.4% | -12.1% |
| YTD | -4.5% | -22.8% | +18.3% | -1.6% |
| All | +3.9% | -28.8% | +32.7% | +7.8% |
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