+300.4%
SYF vs WSM
+887.3%
-586.9%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 3M | -9.4% | +5.1% | -14.5% | -11.4% |
| 6M | +4.4% | +48.6% | -44.2% | -10.3% |
| YTD | -11.9% | +44.2% | -56.1% | -23.7% |
| 1Y | -0.4% | +38.1% | -38.5% | -12.5% |
| 3Y | +159.6% | +257.2% | -97.7% | +52.3% |
| 5Y | +60.9% | +165.1% | -104.2% | +0.3% |
| 10Y | +180.9% | +1,123.6% | -942.6% | -15.8% |
| All | +300.4% | +887.3% | -586.9% | +27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling