+137.1%
WFC vs SYF
+305.8%
-168.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.6% | +2.2% |
| 7D | +0.1% | -4.3% | +4.4% | +2.6% |
| 30D | +2.9% | +1.0% | +1.9% | +2.2% |
| 3M | -1.4% | -6.4% | +5.0% | +2.0% |
| 6M | +14.3% | +1.0% | +13.3% | +12.5% |
| YTD | -6.2% | -10.7% | +4.5% | -1.9% |
| 1Y | +1.6% | +1.8% | -0.2% | -1.5% |
| 3Y | +126.9% | +165.8% | -38.9% | +24.6% |
| 5Y | +94.0% | +65.9% | +28.0% | +33.7% |
| 10Y | +134.0% | +206.0% | -71.9% | +4.9% |
| All | +137.1% | +305.8% | -168.7% | -0.7% |
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