+167.2%
SYF vs WCC
+137.6%
+29.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.7% |
| 7D | +2.6% | +8.5% | -5.9% | -0.9% |
| 30D | 0.0% | -1.0% | +1.0% | +0.1% |
| 3M | +11.9% | +2.1% | +9.8% | +9.7% |
| 6M | +18.9% | +36.8% | -17.9% | +0.7% |
| YTD | -4.6% | +47.7% | -52.3% | -22.6% |
| 1Y | +6.4% | +66.5% | -60.1% | -19.2% |
| 3Y | +167.2% | +134.2% | +33.0% | +61.4% |
| All | +167.2% | +137.6% | +29.5% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling