+302.1%
WMB vs SYF
+259.8%
+42.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.6% | +3.9% | +2.8% |
| 7D | +0.8% | +2.6% | -1.8% | -0.2% |
| 30D | +7.7% | 0.0% | +7.7% | +7.6% |
| 3M | +6.7% | +11.9% | -5.2% | +1.7% |
| 6M | +3.6% | +18.9% | -15.3% | -3.8% |
| YTD | +28.0% | -4.6% | +32.6% | +27.7% |
| 1Y | +37.6% | +6.4% | +31.2% | +31.3% |
| 3Y | +149.0% | +167.2% | -18.1% | +58.1% |
| 5Y | +285.3% | +92.3% | +193.0% | +166.0% |
| 10Y | +302.1% | +263.2% | +38.9% | +80.6% |
| All | +302.1% | +259.8% | +42.3% | +80.6% |
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