+992.6%
WDC vs SYF
+89.0%
+903.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.8% | +3.0% |
| 7D | +6.0% | +2.6% | +3.4% | +4.5% |
| 30D | +9.9% | 0.0% | +9.9% | +9.7% |
| 3M | -9.4% | +11.9% | -21.3% | -15.2% |
| 6M | +94.7% | +18.9% | +75.8% | +75.4% |
| YTD | +177.4% | -4.6% | +181.9% | +178.2% |
| 1Y | +412.6% | +6.4% | +406.2% | +381.7% |
| 3Y | +1,359.8% | +167.2% | +1,192.6% | +685.9% |
| 5Y | +992.6% | +92.3% | +900.2% | +580.4% |
| All | +992.6% | +89.0% | +903.6% | +580.4% |
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 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