+340.9%
SYF vs WCC
+353.9%
-13.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.8% | -1.8% |
| 7D | +2.4% | +4.5% | -2.1% | +0.2% |
| 30D | +0.8% | -5.8% | +6.6% | +3.5% |
| 3M | +13.4% | -3.7% | +17.1% | +13.8% |
| 6M | +16.3% | +23.1% | -6.7% | +1.7% |
| YTD | -3.0% | +44.2% | -47.2% | -22.3% |
| 1Y | +5.7% | +62.1% | -56.4% | -21.0% |
| 3Y | +160.1% | +121.1% | +39.0% | +56.0% |
| 5Y | +88.5% | +214.0% | -125.4% | -12.2% |
| 10Y | +263.1% | +472.8% | -209.7% | -5.6% |
| All | +340.9% | +353.9% | -13.0% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling