+297.3%
SYF vs WAB
+295.5%
+1.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.9% | -3.3% |
| 7D | -4.2% | +4.0% | -8.2% | -7.0% |
| 30D | -1.1% | +6.3% | -7.4% | -5.6% |
| 3M | -7.9% | +3.3% | -11.2% | -10.6% |
| 6M | -1.1% | +14.5% | -15.6% | -11.3% |
| YTD | -12.6% | +42.7% | -55.3% | -33.0% |
| 1Y | -2.4% | +45.2% | -47.6% | -26.1% |
| 3Y | +156.6% | +173.8% | -17.1% | +27.6% |
| 5Y | +61.9% | +223.8% | -161.9% | -28.1% |
| 10Y | +186.5% | +280.5% | -94.0% | -0.6% |
| All | +297.3% | +295.5% | +1.9% | +32.2% |
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 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