-32.6%
SOFI vs CDW
-13.4%
-19.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -7.0% | -7.4% | +0.3% | -5.2% |
| 30D | -4.3% | +5.8% | -10.1% | -5.6% |
| 3M | +8.4% | +10.8% | -2.4% | +5.0% |
| 6M | -5.9% | +21.5% | -27.4% | -13.8% |
| YTD | -34.3% | +6.4% | -40.6% | -36.3% |
| 1Y | -32.6% | -14.8% | -17.8% | -34.4% |
| All | -32.6% | -13.4% | -19.2% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling