+42.0%
SOFI vs WAB
+294.2%
-252.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -2.5% |
| 7D | -2.9% | +0.2% | -3.1% | -3.0% |
| 30D | -4.4% | -4.6% | +0.2% | -0.3% |
| 3M | +5.2% | +5.6% | -0.4% | -1.1% |
| 6M | -7.8% | +13.8% | -21.6% | -20.0% |
| YTD | -33.8% | +31.9% | -65.7% | -50.6% |
| 1Y | -33.3% | +48.3% | -81.5% | -55.6% |
| 3Y | +102.7% | +167.1% | -64.5% | -19.8% |
| 5Y | +10.5% | +222.9% | -212.4% | -62.5% |
| All | +42.0% | +294.2% | -252.2% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling