+167.2%
SYF vs WWD
+164.2%
+3.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.8% |
| 7D | +2.6% | +0.8% | +1.8% | +2.3% |
| 30D | 0.0% | -6.4% | +6.5% | +2.7% |
| 3M | +11.9% | -5.6% | +17.5% | +13.6% |
| 6M | +18.9% | -9.1% | +28.0% | +21.8% |
| YTD | -4.6% | +12.5% | -17.1% | -12.0% |
| 1Y | +6.4% | +41.3% | -35.0% | -13.0% |
| 3Y | +167.2% | +170.2% | -3.1% | +65.4% |
| All | +167.2% | +164.2% | +3.0% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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