+163.3%
SYF vs WST
+19.1%
+144.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | -2.1% | -3.1% | +1.0% | -1.8% |
| 30D | +2.5% | +9.1% | -6.6% | +1.6% |
| 3M | -6.3% | +14.7% | -21.0% | -7.7% |
| 6M | -1.5% | +28.0% | -29.5% | -4.2% |
| YTD | -10.5% | +45.6% | -56.2% | -14.6% |
| 1Y | +1.5% | +45.7% | -44.1% | -3.2% |
| 3Y | +163.3% | +21.1% | +142.2% | +139.4% |
| All | +163.3% | +19.1% | +144.2% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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