+59.7%
WM vs SYF
+65.2%
-5.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -2.0% |
| 7D | +1.2% | -2.1% | +3.3% | +1.3% |
| 30D | +13.1% | +2.5% | +10.6% | +12.9% |
| 3M | +3.6% | -6.3% | +9.9% | +4.0% |
| 6M | +8.1% | -1.5% | +9.5% | +8.0% |
| YTD | +8.9% | -10.5% | +19.4% | +9.5% |
| 1Y | +20.3% | +1.5% | +18.8% | +19.8% |
| 3Y | +46.2% | +163.3% | -117.1% | +31.1% |
| All | +59.7% | +65.2% | -5.4% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling