+340.9%
SYF vs WAB
+268.6%
+72.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.4% |
| 7D | +2.4% | -3.2% | +5.6% | +4.6% |
| 30D | +0.8% | -4.4% | +5.3% | +3.9% |
| 3M | +13.4% | +7.9% | +5.5% | +6.8% |
| 6M | +16.3% | +8.7% | +7.6% | +8.4% |
| YTD | -3.0% | +33.0% | -36.0% | -21.4% |
| 1Y | +5.7% | +46.7% | -40.9% | -20.2% |
| 3Y | +160.1% | +153.0% | +7.1% | +37.4% |
| 5Y | +88.5% | +222.3% | -133.8% | -15.1% |
| 10Y | +263.1% | +291.0% | -27.9% | +28.2% |
| All | +340.9% | +268.6% | +72.3% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling