+333.7%
SYF vs WTW
+264.0%
+69.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | 0.0% |
| 7D | +2.6% | -2.7% | +5.3% | +4.3% |
| 30D | 0.0% | -5.6% | +5.7% | +3.3% |
| 3M | +11.9% | +26.5% | -14.6% | -3.7% |
| 6M | +18.9% | +8.1% | +10.8% | +11.4% |
| YTD | -4.6% | -0.3% | -4.3% | -6.6% |
| 1Y | +6.4% | -0.9% | +7.2% | +4.0% |
| 3Y | +167.2% | +66.6% | +100.5% | +80.8% |
| 5Y | +92.3% | +54.0% | +38.4% | +35.4% |
| 10Y | +263.2% | +198.1% | +65.0% | +75.9% |
| All | +333.7% | +264.0% | +69.7% | +91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling