+41.1%
SOFI vs GWW
+229.2%
-188.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.3% |
| 7D | -7.0% | -3.1% | -3.9% | -5.1% |
| 30D | -4.3% | -2.3% | -1.9% | -3.0% |
| 3M | +8.4% | -3.3% | +11.8% | +10.0% |
| 6M | -5.9% | +15.4% | -21.3% | -15.7% |
| YTD | -34.3% | +26.7% | -61.0% | -45.3% |
| 1Y | -32.6% | +29.0% | -61.5% | -44.7% |
| 3Y | +101.3% | +89.0% | +12.3% | +29.3% |
| 5Y | +12.6% | +221.8% | -209.2% | -42.9% |
| All | +41.1% | +229.2% | -188.2% | -31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling