+42.0%
SOFI vs WAB
+298.1%
-256.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | -0.3% |
| 7D | -4.9% | +0.1% | -5.1% | -5.0% |
| 30D | -3.5% | -4.1% | +0.6% | +0.3% |
| 3M | +3.9% | +8.2% | -4.3% | -4.5% |
| 6M | -6.5% | +15.4% | -21.9% | -19.9% |
| YTD | -33.8% | +33.1% | -67.0% | -51.1% |
| 1Y | -33.3% | +48.1% | -81.3% | -55.5% |
| 3Y | +94.6% | +167.7% | -73.1% | -23.2% |
| 5Y | +13.3% | +225.7% | -212.4% | -61.8% |
| All | +42.0% | +298.1% | -256.1% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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