+42.0%
SOFI vs BWA
+110.5%
-68.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.8% | -0.1% |
| 7D | -4.9% | -1.3% | -3.6% | -4.3% |
| 30D | -3.5% | -2.9% | -0.5% | -1.9% |
| 3M | +3.9% | -10.7% | +14.6% | +9.8% |
| 6M | -6.5% | +26.5% | -33.0% | -19.2% |
| YTD | -33.8% | +49.1% | -82.9% | -50.1% |
| 1Y | -33.3% | +52.1% | -85.3% | -50.7% |
| 3Y | +94.6% | +72.6% | +22.0% | +28.2% |
| 5Y | +13.3% | +89.4% | -76.1% | -34.0% |
| All | +42.0% | +110.5% | -68.6% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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