+303.9%
SYF vs WCC
+309.3%
-5.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +8.1% | -8.8% | -4.6% |
| 7D | -4.7% | -5.7% | +1.0% | -3.0% |
| 30D | +0.6% | -13.5% | +14.0% | +6.2% |
| 3M | -6.8% | -12.9% | +6.0% | -2.8% |
| 6M | +0.5% | -10.7% | +11.2% | +2.0% |
| YTD | -11.1% | +30.0% | -41.1% | -26.7% |
| 1Y | +1.3% | +24.7% | -23.4% | -14.8% |
| 3Y | +164.6% | +136.6% | +28.1% | +50.1% |
| 5Y | +65.2% | +143.9% | -78.7% | -14.1% |
| 10Y | +204.6% | +465.9% | -261.3% | -20.1% |
| All | +303.9% | +309.3% | -5.4% | +11.2% |
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