+133.5%
WDAY vs SYF
+340.9%
-207.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | -4.4% | +2.4% | -6.8% | -5.1% |
| 30D | +14.7% | +0.8% | +13.9% | +14.3% |
| 3M | +32.4% | +13.4% | +19.0% | +26.3% |
| 6M | +36.9% | +16.3% | +20.5% | +28.8% |
| YTD | -8.8% | -3.0% | -5.8% | -8.9% |
| 1Y | -15.3% | +5.7% | -21.0% | -17.9% |
| 3Y | -21.2% | +160.1% | -181.3% | -46.0% |
| 5Y | -29.5% | +88.5% | -118.0% | -47.9% |
| 10Y | +120.0% | +263.1% | -143.0% | +10.7% |
| All | +133.5% | +340.9% | -207.4% | +7.3% |
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 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