+92.3%
SYF vs WPM
+261.1%
-168.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +2.6% | +7.0% | -4.4% | +1.7% |
| 30D | 0.0% | +15.7% | -15.7% | -1.8% |
| 3M | +11.9% | +35.2% | -23.3% | +7.6% |
| 6M | +18.9% | +6.1% | +12.8% | +17.1% |
| YTD | -4.6% | +32.6% | -37.2% | -9.0% |
| 1Y | +6.4% | +46.9% | -40.5% | -0.2% |
| 3Y | +167.2% | +276.3% | -109.1% | +107.8% |
| 5Y | +92.3% | +260.0% | -167.6% | +34.3% |
| All | +92.3% | +261.1% | -168.8% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling