+660.4%
WDC vs SYF
+196.3%
+464.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.9% |
| 7D | -16.7% | -4.2% | -12.5% | -14.8% |
| 30D | -27.2% | -1.1% | -26.1% | -26.9% |
| 3M | -34.0% | -7.9% | -26.1% | -31.5% |
| 6M | -39.7% | -1.1% | -38.6% | -40.5% |
| YTD | +68.1% | -12.6% | +80.6% | +75.9% |
| 1Y | +66.3% | -2.4% | +68.7% | +63.8% |
| 3Y | +754.4% | +156.6% | +597.8% | +370.6% |
| 5Y | +595.8% | +61.9% | +533.9% | +380.9% |
| 10Y | +660.4% | +186.5% | +473.9% | +261.0% |
| All | +660.4% | +196.3% | +464.1% | +261.0% |
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 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