+642.9%
WDC vs SYF
+178.4%
+464.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.8% | -5.8% | -5.4% |
| 7D | +12.1% | -2.0% | +14.1% | +13.2% |
| 30D | -18.8% | +1.2% | -20.0% | -19.4% |
| 3M | -39.3% | -9.4% | -29.9% | -36.4% |
| 6M | -40.1% | +4.4% | -44.5% | -42.5% |
| YTD | +71.8% | -11.9% | +83.7% | +79.1% |
| 1Y | +88.5% | -0.4% | +88.9% | +83.5% |
| 3Y | +770.0% | +159.6% | +610.4% | +376.2% |
| 5Y | +549.0% | +60.9% | +488.2% | +350.1% |
| All | +642.9% | +178.4% | +464.4% | +250.4% |
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