+646.2%
WDC vs SYF
+340.9%
+305.3%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.1% | +5.8% | +5.8% |
| 7D | +1.7% | +2.4% | -0.7% | +0.4% |
| 30D | -10.0% | +0.8% | -10.8% | -10.5% |
| 3M | -18.8% | +13.4% | -32.2% | -24.8% |
| 6M | +79.0% | +16.3% | +62.7% | +62.6% |
| YTD | +171.6% | -3.0% | +174.6% | +169.9% |
| 1Y | +417.4% | +5.7% | +411.7% | +386.8% |
| 3Y | +1,251.8% | +160.1% | +1,091.7% | +634.4% |
| 5Y | +911.7% | +88.5% | +823.2% | +540.7% |
| 10Y | +1,399.6% | +263.1% | +1,136.6% | +471.3% |
| All | +646.2% | +340.9% | +305.3% | +175.3% |
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