+120.3%
WMB vs SYF
+306.8%
-186.5%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | -13.8% | -2.1% | -11.7% | -13.1% |
| 30D | -10.3% | +2.5% | -12.8% | -11.3% |
| 3M | -10.1% | -6.3% | -3.8% | -8.2% |
| 6M | -11.8% | -1.5% | -10.4% | -12.5% |
| YTD | +8.9% | -10.5% | +19.5% | +11.0% |
| 1Y | +14.0% | +1.5% | +12.5% | +10.1% |
| 3Y | +100.5% | +163.3% | -62.7% | +22.4% |
| 5Y | +179.5% | +66.8% | +112.8% | +98.2% |
| 10Y | +272.7% | +228.5% | +44.2% | +55.6% |
| All | +120.3% | +306.8% | -186.5% | -14.0% |
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