+170.6%
SYF vs WAT
+222.4%
-51.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | -2.0% | +0.6% | -2.6% | -2.4% |
| 30D | +1.2% | +5.4% | -4.2% | -1.7% |
| 3M | -9.4% | +11.3% | -20.7% | -14.5% |
| 6M | +4.4% | +37.4% | -33.0% | -11.8% |
| YTD | -11.9% | +21.2% | -33.1% | -22.0% |
| 1Y | -0.4% | +21.3% | -21.8% | -11.9% |
| 3Y | +159.6% | +83.4% | +76.2% | +69.9% |
| 5Y | +60.9% | +29.0% | +31.9% | +26.2% |
| All | +170.6% | +222.4% | -51.8% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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