+137.9%
WFC vs SYF
+297.3%
-159.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.5% |
| 7D | +0.9% | -4.2% | +5.1% | +3.3% |
| 30D | +3.3% | -1.1% | +4.3% | +3.8% |
| 3M | -1.4% | -7.9% | +6.5% | +2.9% |
| 6M | +14.7% | -1.1% | +15.8% | +14.2% |
| YTD | -5.9% | -12.6% | +6.7% | -0.5% |
| 1Y | +1.8% | -2.4% | +4.2% | +1.0% |
| 3Y | +124.9% | +156.6% | -31.7% | +25.9% |
| 5Y | +92.7% | +61.9% | +30.9% | +34.6% |
| 10Y | +118.2% | +186.5% | -68.2% | +0.8% |
| All | +137.9% | +297.3% | -159.5% | +0.8% |
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