+66.5%
SYF vs WWD
+170.1%
-103.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.9% | -2.0% |
| 7D | -2.1% | +4.2% | -6.3% | -4.2% |
| 30D | +2.5% | -2.1% | +4.7% | +3.0% |
| 3M | -6.3% | -13.2% | +6.9% | -0.5% |
| 6M | -1.5% | -16.9% | +15.4% | +5.7% |
| YTD | -10.5% | +5.2% | -15.7% | -16.2% |
| 1Y | +1.5% | +20.6% | -19.1% | -12.1% |
| 3Y | +163.3% | +146.3% | +16.9% | +49.5% |
| All | +66.5% | +170.1% | -103.6% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling