+340.9%
SYF vs WU
-21.7%
+362.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | +2.4% | -0.8% | +3.2% | +2.9% |
| 30D | +0.8% | -1.1% | +1.9% | +1.3% |
| 3M | +13.4% | -3.9% | +17.3% | +13.0% |
| 6M | +16.3% | -20.7% | +37.0% | +29.5% |
| YTD | -3.0% | -18.4% | +15.3% | +5.8% |
| 1Y | +5.7% | -8.1% | +13.8% | +5.5% |
| 3Y | +160.1% | -24.2% | +184.3% | +183.6% |
| 5Y | +88.5% | -50.4% | +139.0% | +167.6% |
| 10Y | +263.1% | -40.0% | +303.1% | +360.3% |
| All | +340.9% | -21.7% | +362.6% | +392.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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