+180.0%
SYF vs WU
-37.2%
+217.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.0% | +3.5% | +2.2% |
| 7D | -3.6% | +2.1% | -5.7% | -5.1% |
| 30D | -1.7% | +10.1% | -11.9% | -7.7% |
| 3M | -7.8% | -1.1% | -6.7% | -8.1% |
| 6M | +3.4% | -19.8% | +23.2% | +14.3% |
| YTD | -12.2% | -20.8% | +8.6% | -3.0% |
| 1Y | -1.6% | -15.1% | +13.5% | +3.6% |
| 3Y | +157.8% | -23.2% | +181.0% | +178.4% |
| 5Y | +61.9% | -42.6% | +104.5% | +108.0% |
| 10Y | +180.0% | -38.9% | +218.9% | +251.6% |
| All | +180.0% | -37.2% | +217.2% | +251.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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