+167.2%
SYF vs WPM
+279.1%
-111.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +2.6% | +7.0% | -4.4% | +2.0% |
| 30D | 0.0% | +15.7% | -15.7% | -1.2% |
| 3M | +11.9% | +35.2% | -23.3% | +9.0% |
| 6M | +18.9% | +6.1% | +12.8% | +17.2% |
| YTD | -4.6% | +32.6% | -37.2% | -7.2% |
| 1Y | +6.4% | +46.9% | -40.5% | +2.8% |
| 3Y | +167.2% | +276.3% | -109.1% | +120.0% |
| All | +167.2% | +279.1% | -111.9% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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