+170.6%
SYF vs WAB
+266.7%
-96.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.4% |
| 7D | -2.0% | +5.1% | -7.1% | -5.6% |
| 30D | +1.2% | +4.0% | -2.8% | -2.2% |
| 3M | -9.4% | +0.1% | -9.5% | -10.3% |
| 6M | +4.4% | +12.8% | -8.4% | -6.1% |
| YTD | -11.9% | +40.1% | -52.0% | -32.9% |
| 1Y | -0.4% | +46.4% | -46.8% | -26.6% |
| 3Y | +159.6% | +167.4% | -7.8% | +24.3% |
| 5Y | +60.9% | +215.0% | -154.1% | -31.8% |
| All | +170.6% | +266.7% | -96.1% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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