+340.9%
SYF vs WPM
+586.0%
-245.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.1% |
| 7D | +2.4% | +1.1% | +1.3% | +2.3% |
| 30D | +0.8% | +26.4% | -25.5% | -0.5% |
| 3M | +13.4% | +20.8% | -7.4% | +12.0% |
| 6M | +16.3% | +1.1% | +15.2% | +15.8% |
| YTD | -3.0% | +32.5% | -35.5% | -4.8% |
| 1Y | +5.7% | +51.5% | -45.8% | +3.0% |
| 3Y | +160.1% | +267.0% | -106.9% | +141.1% |
| 5Y | +88.5% | +250.1% | -161.6% | +73.1% |
| 10Y | +263.1% | +540.4% | -277.3% | +236.9% |
| All | +340.9% | +586.0% | -245.1% | +312.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling