+336.4%
WM vs SYF
+221.7%
+114.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -2.0% |
| 7D | +1.2% | -2.1% | +3.3% | +1.5% |
| 30D | +13.1% | +2.5% | +10.6% | +12.6% |
| 3M | +3.6% | -6.3% | +9.9% | +4.6% |
| 6M | +8.1% | -1.5% | +9.5% | +7.9% |
| YTD | +8.9% | -10.5% | +19.4% | +10.0% |
| 1Y | +20.3% | +1.5% | +18.8% | +18.9% |
| 3Y | +46.2% | +163.3% | -117.1% | +17.8% |
| 5Y | +59.9% | +66.8% | -6.9% | +37.8% |
| All | +336.4% | +221.7% | +114.8% | +207.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling