-26.2%
WDAY vs SYF
+160.5%
-186.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | -7.4% | -1.3% | -6.1% | -7.0% |
| 30D | +1.0% | -1.1% | +2.1% | +1.3% |
| 3M | +32.7% | +7.4% | +25.3% | +29.6% |
| 6M | +25.6% | +16.2% | +9.4% | +19.4% |
| YTD | -13.4% | -6.1% | -7.2% | -12.6% |
| 1Y | -19.4% | +3.4% | -22.7% | -21.0% |
| All | -26.2% | +160.5% | -186.8% | -42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling