+262.7%
SYF vs WCC
+506.2%
-243.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.0% |
| 7D | -1.3% | +6.8% | -8.1% | -4.7% |
| 30D | -1.1% | -3.0% | +1.9% | +0.1% |
| 3M | +7.4% | +0.2% | +7.2% | +5.6% |
| 6M | +16.2% | +33.2% | -17.0% | -3.3% |
| YTD | -6.1% | +45.8% | -51.9% | -26.2% |
| 1Y | +3.4% | +68.4% | -65.0% | -25.5% |
| 3Y | +162.9% | +131.1% | +31.7% | +48.9% |
| 5Y | +85.6% | +225.6% | -140.0% | -20.3% |
| 10Y | +262.7% | +534.2% | -271.4% | -22.9% |
| All | +262.7% | +506.2% | -243.4% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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