+262.7%
SYF vs WU
-40.9%
+303.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.1% |
| 7D | -1.3% | -4.9% | +3.6% | +1.7% |
| 30D | -1.1% | -1.3% | +0.2% | -0.5% |
| 3M | +7.4% | -3.6% | +11.0% | +6.7% |
| 6M | +16.2% | -24.3% | +40.5% | +33.7% |
| YTD | -6.1% | -21.1% | +15.0% | +4.7% |
| 1Y | +3.4% | -10.3% | +13.7% | +4.5% |
| 3Y | +162.9% | -28.4% | +191.2% | +197.6% |
| 5Y | +85.6% | -51.2% | +136.8% | +171.1% |
| 10Y | +262.7% | -39.6% | +302.4% | +363.2% |
| All | +262.7% | -40.9% | +303.6% | +363.2% |
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