+186.5%
SYF vs WCC
+460.5%
-274.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.1% | -2.1% |
| 7D | -4.2% | -9.9% | +5.7% | 0.0% |
| 30D | -1.1% | -13.4% | +12.3% | +4.7% |
| 3M | -7.9% | -13.5% | +5.6% | -3.4% |
| 6M | -1.1% | -10.6% | +9.5% | +0.3% |
| YTD | -12.6% | +30.1% | -42.7% | -28.8% |
| 1Y | -2.4% | +22.3% | -24.7% | -18.0% |
| 3Y | +156.6% | +130.3% | +26.4% | +41.9% |
| 5Y | +61.9% | +144.5% | -82.6% | -20.3% |
| 10Y | +186.5% | +431.8% | -245.4% | -35.6% |
| All | +186.5% | +460.5% | -274.1% | -35.6% |
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