+297.3%
SYF vs WEC
+295.8%
+1.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -4.2% | +1.4% | -5.6% | -4.6% |
| 30D | -1.1% | +12.8% | -13.9% | -4.6% |
| 3M | -7.9% | +11.2% | -19.1% | -10.9% |
| 6M | -1.1% | +6.6% | -7.7% | -3.2% |
| YTD | -12.6% | +13.8% | -26.4% | -16.4% |
| 1Y | -2.4% | +7.6% | -10.0% | -5.1% |
| 3Y | +156.6% | +62.2% | +94.4% | +116.1% |
| 5Y | +61.9% | +52.0% | +9.9% | +38.0% |
| 10Y | +186.5% | +189.4% | -2.9% | +132.8% |
| All | +297.3% | +295.8% | +1.5% | +188.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling