+130.1%
WDAY vs SYF
+196.3%
-66.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | 0.0% |
| 7D | -4.6% | -4.2% | -0.4% | -3.2% |
| 30D | +1.2% | -1.1% | +2.3% | +1.5% |
| 3M | +2.6% | -7.9% | +10.4% | +5.0% |
| 6M | +47.8% | -1.1% | +48.9% | +47.2% |
| YTD | -12.1% | -12.6% | +0.5% | -9.3% |
| 1Y | -17.1% | -2.4% | -14.8% | -17.7% |
| 3Y | -17.9% | +156.6% | -174.5% | -42.7% |
| 5Y | -35.1% | +61.9% | -97.0% | -49.0% |
| 10Y | +130.1% | +186.5% | -56.3% | +27.9% |
| All | +130.1% | +196.3% | -66.2% | +27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling