+94.7%
SOFI vs W
+38.0%
+56.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.2% | -3.9% | -3.8% |
| 7D | -2.9% | +5.9% | -8.8% | -5.0% |
| 30D | -4.4% | -3.0% | -1.3% | -3.3% |
| 3M | +5.2% | +40.3% | -35.1% | -10.1% |
| 6M | -7.8% | +32.2% | -40.0% | -20.7% |
| YTD | -33.8% | -0.3% | -33.5% | -37.0% |
| 1Y | -33.3% | +16.2% | -49.4% | -41.4% |
| All | +94.7% | +38.0% | +56.7% | +36.9% |
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