-15.6%
WDAY vs SYF
-1.9%
-13.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -4.8% | -3.3% | -1.5% | -4.0% |
| 30D | +2.5% | -2.2% | +4.7% | +2.9% |
| 3M | +8.8% | -9.3% | +18.1% | +11.3% |
| 6M | +60.7% | +2.1% | +58.7% | +58.9% |
| YTD | -11.2% | -12.6% | +1.4% | -9.7% |
| 1Y | -15.6% | -3.4% | -12.2% | -18.0% |
| All | -15.6% | -1.9% | -13.7% | -18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling