+159.6%
SYF vs WSM
+260.3%
-100.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.3% |
| 7D | -2.0% | 0.0% | -2.0% | -2.1% |
| 30D | +1.2% | +5.1% | -3.9% | -0.7% |
| 3M | -9.4% | +5.1% | -14.5% | -11.2% |
| 6M | +4.4% | +48.6% | -44.2% | -9.2% |
| YTD | -11.9% | +44.2% | -56.1% | -22.6% |
| 1Y | -0.4% | +38.1% | -38.5% | -11.4% |
| 3Y | +159.6% | +257.2% | -97.7% | +93.0% |
| All | +159.6% | +260.3% | -100.7% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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