+250.1%
SYF vs WTW
+198.0%
+52.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -4.9% | -5.7% | +0.8% | -1.5% |
| 30D | -4.3% | -7.3% | +2.9% | -0.1% |
| 3M | +5.5% | +21.5% | -15.9% | -7.2% |
| 6M | +17.5% | +9.6% | +7.9% | +8.8% |
| YTD | -7.8% | -3.3% | -4.5% | -8.1% |
| 1Y | +1.6% | -6.1% | +7.8% | +2.9% |
| 3Y | +154.8% | +61.8% | +93.0% | +72.4% |
| 5Y | +79.5% | +42.7% | +36.8% | +30.7% |
| All | +250.1% | +198.0% | +52.1% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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