+92.3%
SYF vs WCN
+30.9%
+61.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +2.6% | -0.4% | +3.1% | +2.7% |
| 30D | 0.0% | -2.1% | +2.2% | +0.6% |
| 3M | +11.9% | +6.4% | +5.5% | +9.5% |
| 6M | +18.9% | -3.7% | +22.6% | +19.8% |
| YTD | -4.6% | -6.4% | +1.8% | -3.1% |
| 1Y | +6.4% | -7.9% | +14.3% | +8.5% |
| 3Y | +167.2% | +20.8% | +146.4% | +139.2% |
| 5Y | +92.3% | +29.0% | +63.4% | +69.6% |
| All | +92.3% | +30.9% | +61.4% | +69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling