+262.7%
SYF vs WEC
+141.2%
+121.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.3% |
| 7D | -1.3% | +0.4% | -1.7% | -1.5% |
| 30D | -1.1% | +0.9% | -2.0% | -1.4% |
| 3M | +7.4% | -5.3% | +12.7% | +9.3% |
| 6M | +16.2% | -6.6% | +22.8% | +18.5% |
| YTD | -6.1% | +3.3% | -9.4% | -7.7% |
| 1Y | +3.4% | +2.1% | +1.3% | +1.9% |
| 3Y | +162.9% | +39.6% | +123.3% | +128.0% |
| 5Y | +85.6% | +31.2% | +54.4% | +62.8% |
| 10Y | +262.7% | +148.4% | +114.3% | +226.5% |
| All | +262.7% | +141.2% | +121.6% | +226.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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