+206.0%
SYF vs WAT
+232.2%
-26.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.9% | -2.7% |
| 7D | -4.3% | +6.0% | -10.3% | -7.1% |
| 30D | +1.0% | +9.9% | -8.9% | -3.8% |
| 3M | -6.4% | +17.2% | -23.6% | -13.9% |
| 6M | +1.0% | +34.2% | -33.2% | -13.6% |
| YTD | -10.7% | +25.5% | -36.2% | -22.2% |
| 1Y | +1.8% | +28.3% | -26.5% | -12.4% |
| 3Y | +165.8% | +88.4% | +77.5% | +72.1% |
| 5Y | +65.9% | +36.1% | +29.8% | +26.4% |
| 10Y | +206.0% | +234.8% | -28.8% | +43.4% |
| All | +206.0% | +232.2% | -26.2% | +43.4% |
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