+92.3%
SYF vs WAB
+231.1%
-138.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -2.1% |
| 7D | +2.6% | +1.7% | +0.9% | +1.3% |
| 30D | 0.0% | -2.4% | +2.5% | +1.9% |
| 3M | +11.9% | +9.7% | +2.2% | +2.9% |
| 6M | +18.9% | +16.5% | +2.4% | +3.2% |
| YTD | -4.6% | +33.7% | -38.3% | -26.6% |
| 1Y | +6.4% | +49.7% | -43.3% | -25.9% |
| 3Y | +167.2% | +170.9% | -3.8% | +14.5% |
| 5Y | +92.3% | +228.0% | -135.7% | -30.6% |
| All | +92.3% | +231.1% | -138.7% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling