+142.8%
WBD vs SYF
+164.8%
-22.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.4% |
| 7D | -0.7% | +2.6% | -3.3% | -2.0% |
| 30D | +5.0% | 0.0% | +5.0% | +4.9% |
| 3M | +6.2% | +11.9% | -5.7% | -0.9% |
| 6M | +0.6% | +18.9% | -18.3% | -10.0% |
| YTD | -2.4% | -4.6% | +2.2% | -2.0% |
| 1Y | +127.7% | +6.4% | +121.3% | +113.3% |
| All | +142.8% | +164.8% | -22.0% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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