+519.9%
WM vs SYF
+340.9%
+179.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.3% | +2.4% | -2.7% | -0.7% |
| 30D | -2.4% | +0.8% | -3.2% | -2.6% |
| 3M | +0.4% | +13.4% | -13.0% | -1.8% |
| 6M | -9.5% | +16.3% | -25.8% | -12.1% |
| YTD | +0.5% | -3.0% | +3.5% | +0.3% |
| 1Y | -1.1% | +5.7% | -6.8% | -2.9% |
| 3Y | +46.0% | +160.1% | -114.1% | +18.4% |
| 5Y | +51.8% | +88.5% | -36.7% | +27.8% |
| 10Y | +307.5% | +263.1% | +44.4% | +173.1% |
| All | +519.9% | +340.9% | +179.0% | +298.8% |
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