+61.0%
SYF vs WCN
+48.0%
+13.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.0% | +2.6% | -4.6% | -2.7% |
| 30D | +1.2% | +23.9% | -22.7% | -4.9% |
| 3M | -9.4% | +17.4% | -26.8% | -13.5% |
| 6M | +4.4% | +28.0% | -23.6% | -3.3% |
| YTD | -11.9% | +11.6% | -23.5% | -15.0% |
| 1Y | -0.4% | +16.9% | -17.3% | -5.5% |
| 3Y | +159.6% | +51.6% | +108.0% | +114.4% |
| All | +61.0% | +48.0% | +13.1% | +37.2% |
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