+340.9%
SYF vs WCN
+461.5%
-120.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.7% |
| 7D | +2.4% | -0.6% | +3.0% | +2.7% |
| 30D | +0.8% | +0.4% | +0.4% | +0.5% |
| 3M | +13.4% | +7.3% | +6.1% | +8.4% |
| 6M | +16.3% | -2.5% | +18.8% | +16.5% |
| YTD | -3.0% | -5.4% | +2.4% | -1.5% |
| 1Y | +5.7% | -8.5% | +14.2% | +9.1% |
| 3Y | +160.1% | +20.8% | +139.3% | +119.6% |
| 5Y | +88.5% | +30.0% | +58.5% | +48.0% |
| 10Y | +263.1% | +238.4% | +24.7% | +72.1% |
| All | +340.9% | +461.5% | -120.6% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling