-35.1%
WBD vs SYF
+340.9%
-376.0%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -1.8% | +2.4% | -4.2% | -2.9% |
| 30D | +8.8% | +0.8% | +7.9% | +8.2% |
| 3M | +4.6% | +13.4% | -8.8% | -2.3% |
| 6M | +1.1% | +16.3% | -15.3% | -7.3% |
| YTD | -2.0% | -3.0% | +1.0% | -2.8% |
| 1Y | +140.0% | +5.7% | +134.3% | +127.9% |
| 3Y | +144.4% | +160.1% | -15.7% | +48.5% |
| 5Y | -0.2% | +88.5% | -88.7% | -31.5% |
| 10Y | +9.1% | +263.1% | -254.0% | -49.2% |
| All | -35.1% | +340.9% | -376.0% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling