+4.2%
WBD vs SYF
+89.2%
-85.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | +0.2% |
| 7D | -1.7% | -1.3% | -0.4% | -1.0% |
| 30D | +3.9% | -1.1% | +4.9% | +4.4% |
| 3M | +5.1% | +7.4% | -2.3% | -0.4% |
| 6M | +0.6% | +16.2% | -15.6% | -9.8% |
| YTD | -3.2% | -6.1% | +3.0% | -2.3% |
| 1Y | +127.7% | +3.4% | +124.3% | +115.6% |
| 3Y | +146.6% | +162.9% | -16.3% | +23.6% |
| 5Y | +4.2% | +85.6% | -81.4% | -39.9% |
| All | +4.2% | +89.2% | -85.1% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling