+65.2%
SYF vs WAB
+216.2%
-151.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.1% | -5.9% | -4.5% |
| 7D | -4.7% | +4.0% | -8.7% | -7.8% |
| 30D | +0.6% | +4.5% | -3.9% | -3.3% |
| 3M | -6.8% | +2.3% | -9.1% | -9.3% |
| 6M | +0.5% | +12.5% | -11.9% | -10.2% |
| YTD | -11.1% | +40.2% | -51.3% | -34.6% |
| 1Y | +1.3% | +45.2% | -43.9% | -27.7% |
| 3Y | +164.6% | +171.8% | -7.2% | +12.5% |
| 5Y | +65.2% | +217.6% | -152.4% | -38.2% |
| All | +65.2% | +216.2% | -151.1% | -38.2% |
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