+168.4%
SYF vs WCN
+322.0%
-153.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -1.0% |
| 7D | -3.3% | +1.2% | -4.4% | -3.9% |
| 30D | -2.2% | +26.4% | -28.6% | -14.7% |
| 3M | -9.3% | +17.5% | -26.9% | -17.7% |
| 6M | +2.1% | +28.7% | -26.7% | -12.8% |
| YTD | -12.6% | +11.5% | -24.2% | -19.4% |
| 1Y | -3.4% | +15.9% | -19.3% | -13.2% |
| 3Y | +156.5% | +51.6% | +104.9% | +84.1% |
| 5Y | +59.6% | +47.9% | +11.6% | +13.3% |
| All | +168.4% | +322.0% | -153.6% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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