+1,309.1%
WDC vs SYF
+257.7%
+1,051.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +1.9% |
| 7D | +7.5% | -1.3% | +8.8% | +8.2% |
| 30D | +10.1% | -1.1% | +11.1% | +10.4% |
| 3M | -6.8% | +7.4% | -14.2% | -11.1% |
| 6M | +84.1% | +16.2% | +67.9% | +67.4% |
| YTD | +180.3% | -6.1% | +186.4% | +183.4% |
| 1Y | +411.1% | +3.4% | +407.7% | +387.0% |
| 3Y | +1,375.0% | +162.9% | +1,212.2% | +703.3% |
| 5Y | +991.6% | +85.6% | +906.0% | +601.7% |
| 10Y | +1,309.1% | +262.7% | +1,046.3% | +489.1% |
| All | +1,309.1% | +257.7% | +1,051.4% | +489.1% |
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