+262.7%
SYF vs WAB
+282.7%
-19.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.6% |
| 7D | -1.3% | +0.2% | -1.6% | -1.5% |
| 30D | -1.1% | -4.6% | +3.5% | +2.2% |
| 3M | +7.4% | +5.6% | +1.8% | +2.3% |
| 6M | +16.2% | +13.8% | +2.4% | +4.2% |
| YTD | -6.1% | +31.9% | -38.0% | -24.7% |
| 1Y | +3.4% | +48.3% | -44.9% | -24.1% |
| 3Y | +162.9% | +167.1% | -4.3% | +27.1% |
| 5Y | +85.6% | +222.9% | -137.3% | -21.8% |
| 10Y | +262.7% | +289.9% | -27.2% | +9.9% |
| All | +262.7% | +282.7% | -19.9% | +9.9% |
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