+263.2%
SYF vs WAT
+153.6%
+109.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -0.9% |
| 7D | +2.6% | -0.7% | +3.3% | +3.0% |
| 30D | 0.0% | -1.0% | +1.0% | +0.5% |
| 3M | +11.9% | +10.9% | +1.0% | +6.2% |
| 6M | +18.9% | +33.2% | -14.3% | +1.7% |
| YTD | -4.6% | +6.1% | -10.7% | -9.2% |
| 1Y | +6.4% | +30.2% | -23.9% | -9.5% |
| 3Y | +167.2% | +52.9% | +114.3% | +93.9% |
| 5Y | +92.3% | -5.1% | +97.5% | +81.0% |
| 10Y | +263.2% | +152.6% | +110.5% | +89.7% |
| All | +263.2% | +153.6% | +109.5% | +89.7% |
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