+94.7%
SOFI vs CDW
-30.2%
+125.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.5% | -2.3% | -3.1% |
| 7D | -2.9% | -4.2% | +1.4% | -0.8% |
| 30D | -4.4% | +4.9% | -9.2% | -6.6% |
| 3M | +5.2% | +7.3% | -2.1% | +0.1% |
| 6M | -7.8% | +19.2% | -27.0% | -20.5% |
| YTD | -33.8% | +6.2% | -40.0% | -38.9% |
| 1Y | -33.3% | -14.0% | -19.3% | -28.6% |
| All | +94.7% | -30.2% | +125.0% | +91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling