+47.6%
SOFI vs BWA
+109.3%
-61.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.1% |
| 7D | +5.6% | +4.3% | +1.3% | +3.3% |
| 30D | -2.0% | -2.9% | +0.9% | -0.5% |
| 3M | +9.2% | -12.4% | +21.6% | +16.5% |
| 6M | -4.7% | +28.6% | -33.3% | -18.4% |
| YTD | -31.2% | +48.2% | -79.4% | -48.0% |
| 1Y | -30.6% | +50.9% | -81.5% | -48.5% |
| 3Y | +110.6% | +72.2% | +38.5% | +38.9% |
| 5Y | +16.4% | +91.1% | -74.6% | -32.2% |
| All | +47.6% | +109.3% | -61.7% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling