+15.4%
SOFI vs GWW
+222.0%
-206.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.2% |
| 7D | -4.9% | -3.4% | -1.6% | -2.7% |
| 30D | -3.5% | -1.9% | -1.5% | -2.3% |
| 3M | +3.9% | -2.4% | +6.3% | +4.8% |
| 6M | -6.5% | +15.7% | -22.3% | -17.3% |
| YTD | -33.8% | +27.6% | -61.4% | -46.2% |
| 1Y | -33.3% | +27.2% | -60.5% | -45.8% |
| 3Y | +94.6% | +89.7% | +4.9% | +17.1% |
| All | +15.4% | +222.0% | -206.6% | -51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling