+119.0%
SOFI vs W
+161.9%
-42.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | -4.9% | +0.2% | -5.0% | -4.9% |
| 30D | +8.4% | +6.8% | +1.6% | +5.7% |
| 3M | -16.3% | +10.7% | -27.0% | -19.7% |
| 6M | +0.7% | +86.3% | -85.6% | -22.9% |
| YTD | -41.1% | +11.5% | -52.6% | -46.3% |
| 1Y | -45.7% | +5.1% | -50.8% | -49.7% |
| 3Y | +119.0% | +171.0% | -52.0% | +16.4% |
| All | +119.0% | +161.9% | -42.9% | +16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling