+305.8%
SYF vs WEC
+296.3%
+9.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -4.3% | +0.2% | -4.5% | -4.3% |
| 30D | +1.0% | +12.9% | -11.9% | -2.7% |
| 3M | -6.4% | +9.8% | -16.2% | -9.1% |
| 6M | +1.0% | +6.7% | -5.7% | -1.2% |
| YTD | -10.7% | +14.0% | -24.7% | -14.7% |
| 1Y | +1.8% | +7.3% | -5.6% | -1.0% |
| 3Y | +165.8% | +63.8% | +102.1% | +123.2% |
| 5Y | +65.9% | +54.8% | +11.2% | +40.6% |
| 10Y | +206.0% | +185.7% | +20.3% | +148.7% |
| All | +305.8% | +296.3% | +9.5% | +194.7% |
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