+164.6%
SYF vs WAB
+174.1%
-9.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.9% | -4.3% |
| 7D | -4.7% | +4.0% | -8.7% | -7.6% |
| 30D | +0.6% | +4.5% | -3.9% | -3.0% |
| 3M | -6.8% | +2.3% | -9.1% | -9.1% |
| 6M | +0.5% | +12.5% | -11.9% | -9.7% |
| YTD | -11.1% | +40.2% | -51.3% | -34.6% |
| 1Y | +1.3% | +45.2% | -43.9% | -27.8% |
| 3Y | +164.6% | +171.8% | -7.2% | +15.4% |
| All | +164.6% | +174.1% | -9.4% | +15.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling