-31.6%
WDAY vs SYF
+89.0%
-120.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.2% | -4.3% |
| 7D | -6.1% | +2.6% | -8.7% | -6.8% |
| 30D | +3.7% | 0.0% | +3.7% | +3.6% |
| 3M | +29.6% | +11.9% | +17.7% | +24.4% |
| 6M | +23.3% | +18.9% | +4.4% | +15.5% |
| YTD | -13.3% | -4.6% | -8.7% | -12.8% |
| 1Y | -19.6% | +6.4% | -26.0% | -22.2% |
| 3Y | -25.7% | +167.2% | -192.8% | -49.4% |
| 5Y | -31.6% | +92.3% | -123.9% | -53.3% |
| All | -31.6% | +89.0% | -120.6% | -53.3% |
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