+362.7%
WDC vs SYF
+303.9%
+58.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -0.7% | +10.6% | +10.2% |
| 7D | -14.4% | -4.7% | -9.7% | -12.1% |
| 30D | -27.1% | +0.6% | -27.6% | -27.3% |
| 3M | -33.3% | -6.8% | -26.4% | -31.0% |
| 6M | -39.6% | +0.5% | -40.1% | -40.9% |
| YTD | +68.4% | -11.1% | +79.5% | +74.9% |
| 1Y | +78.2% | +1.3% | +76.9% | +72.0% |
| 3Y | +772.0% | +164.6% | +607.4% | +369.3% |
| 5Y | +584.9% | +65.2% | +519.7% | +366.5% |
| 10Y | +653.4% | +204.6% | +448.8% | +217.7% |
| All | +362.7% | +303.9% | +58.8% | +78.3% |
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