+586.0%
WM vs SYF
+308.6%
+277.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.4% | +1.4% |
| 7D | +4.5% | -3.8% | +8.3% | +5.1% |
| 30D | +16.1% | +2.6% | +13.4% | +15.6% |
| 3M | +8.0% | -6.5% | +14.6% | +9.1% |
| 6M | +8.4% | +0.8% | +7.6% | +7.8% |
| YTD | +11.2% | -10.1% | +21.3% | +12.2% |
| 1Y | +22.3% | +0.8% | +21.5% | +21.0% |
| 3Y | +50.2% | +158.8% | -108.6% | +21.7% |
| 5Y | +63.3% | +67.5% | -4.2% | +40.6% |
| 10Y | +355.0% | +230.0% | +125.1% | +209.6% |
| All | +586.0% | +308.6% | +277.3% | +346.3% |
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 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