+306.8%
SYF vs WST
+916.4%
-609.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.9% |
| 7D | -2.1% | -3.1% | +1.0% | -1.4% |
| 30D | +2.5% | +9.1% | -6.6% | +0.4% |
| 3M | -6.3% | +14.7% | -21.0% | -9.4% |
| 6M | -1.5% | +28.0% | -29.5% | -7.5% |
| YTD | -10.5% | +45.6% | -56.2% | -19.1% |
| 1Y | +1.5% | +45.7% | -44.1% | -8.3% |
| 3Y | +163.3% | +21.1% | +142.2% | +131.7% |
| 5Y | +66.8% | +0.3% | +66.4% | +49.8% |
| 10Y | +228.5% | +449.0% | -220.5% | +52.7% |
| All | +306.8% | +916.4% | -609.6% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling