If you're using automatic tracking and it has not been syncing to your phone, you might need to start the session manually on the watch for the phone and watch to sync together. To do this simply open the app on your watch and start the session from there for a night. This usually does the trick and the watch should track on its own on the following nights!
If this doesn't work make sure you have all these settings on!
Go to your iPhone settings > Sleep Cycle > and make sure 'Background app refresh' is on.
Also, go to Apple Health > Browse > Click on your picture at the top right corner > Under Privacy click on Apps > Sleep Cycle > and make all data enabled here!
Also, go to the Sleep Cycle app > Profile > Apple Watch > automatic tracking > and make sure it is on!
Restarting the phone and watch is also a good thing to try!