+94.6%
SOFI vs GWW
+89.6%
+5.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.2% |
| 7D | -4.9% | -3.4% | -1.6% | -2.8% |
| 30D | -3.5% | -1.9% | -1.5% | -2.4% |
| 3M | +3.9% | -2.4% | +6.3% | +4.7% |
| 6M | -6.5% | +15.7% | -22.3% | -17.3% |
| YTD | -33.8% | +27.6% | -61.4% | -46.5% |
| 1Y | -33.3% | +27.2% | -60.5% | -46.1% |
| 3Y | +94.6% | +89.7% | +4.9% | +9.4% |
| All | +94.6% | +89.6% | +5.0% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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