+119.0%
SOFI vs CDW
-15.0%
+134.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.7% | -1.0% |
| 7D | -4.9% | +9.3% | -14.2% | -8.7% |
| 30D | +8.4% | +14.4% | -5.9% | +1.8% |
| 3M | -16.3% | +21.4% | -37.7% | -24.1% |
| 6M | +0.7% | +72.8% | -72.1% | -24.5% |
| YTD | -41.1% | +28.0% | -69.1% | -50.2% |
| 1Y | -45.7% | +19.3% | -65.0% | -51.8% |
| 3Y | +119.0% | -15.3% | +134.3% | +97.8% |
| All | +119.0% | -15.0% | +134.0% | +97.8% |
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