-2.4%
WBD vs SYF
+56.9%
-59.3%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +2.8% |
| 7D | +1.0% | -4.9% | +6.0% | +4.0% |
| 30D | -0.7% | -2.5% | +1.8% | +0.5% |
| 3M | -2.7% | -3.2% | +0.6% | -1.8% |
| 6M | +18.2% | -4.8% | +23.0% | +19.0% |
| YTD | -5.5% | -15.1% | +9.6% | +2.6% |
| 1Y | +200.3% | +28.4% | +171.9% | +148.3% |
| 3Y | +120.0% | +173.3% | -53.3% | +7.3% |
| All | -2.4% | +56.9% | -59.3% | -34.7% |
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