+306.8%
SYF vs WWD
+594.2%
-287.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.4% | -3.9% | -2.5% |
| 7D | -2.1% | +4.2% | -6.3% | -4.9% |
| 30D | +2.5% | -2.1% | +4.7% | +3.1% |
| 3M | -6.3% | -13.2% | +6.9% | +1.0% |
| 6M | -1.5% | -16.9% | +15.4% | +7.6% |
| YTD | -10.5% | +5.2% | -15.7% | -17.4% |
| 1Y | +1.5% | +20.6% | -19.1% | -14.7% |
| 3Y | +163.3% | +146.3% | +16.9% | +34.6% |
| 5Y | +66.8% | +171.3% | -104.6% | -22.7% |
| 10Y | +228.5% | +471.3% | -242.8% | -1.5% |
| All | +306.8% | +594.2% | -287.4% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling