+42.0%
SOFI vs W
-56.4%
+98.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | -4.9% | -0.9% | -4.1% | -4.6% |
| 30D | -3.5% | -4.2% | +0.8% | -1.9% |
| 3M | +3.9% | +26.9% | -23.0% | -7.9% |
| 6M | -6.5% | +31.2% | -37.8% | -19.8% |
| YTD | -33.8% | -1.8% | -32.0% | -37.0% |
| 1Y | -33.3% | +9.3% | -42.6% | -40.2% |
| 3Y | +94.6% | +33.2% | +61.4% | +41.3% |
| 5Y | +13.3% | -62.4% | +75.7% | +11.1% |
| All | +42.0% | -56.4% | +98.4% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling