+49.3%
SOFI vs CDW
+24.7%
+24.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -0.9% |
| 7D | +0.9% | +3.2% | -2.3% | -1.1% |
| 30D | -0.2% | +9.3% | -9.4% | -5.8% |
| 3M | +6.2% | +9.8% | -3.6% | -1.5% |
| 6M | -2.6% | +23.3% | -25.9% | -20.2% |
| YTD | -30.4% | +13.7% | -44.1% | -40.2% |
| 1Y | -28.2% | -6.5% | -21.7% | -28.6% |
| 3Y | +107.3% | -25.2% | +132.5% | +135.1% |
| 5Y | +20.2% | -19.5% | +39.7% | +21.6% |
| All | +49.3% | +24.7% | +24.6% | +13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling