-40.8%
SOFI vs WAT
+32.9%
-73.8%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +2.0% | +2.9% |
| 7D | +1.4% | -1.9% | +3.3% | +2.3% |
| 30D | +9.2% | +6.2% | +2.9% | +6.7% |
| 3M | -7.1% | +18.1% | -25.1% | -13.0% |
| 6M | +7.3% | +54.9% | -47.6% | -8.9% |
| YTD | -33.6% | +23.1% | -56.7% | -40.8% |
| 1Y | -40.8% | +27.3% | -68.1% | -50.4% |
| All | -40.8% | +32.9% | -73.8% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 1y: compounded portfolio wealth divided by compounded WAT 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…
1y analysis · Full analysis span regression · 6 months rolling