+42.0%
SOFI vs WAT
+65.1%
-23.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | -0.2% |
| 7D | -4.9% | -0.3% | -4.7% | -4.8% |
| 30D | -3.5% | -1.9% | -1.6% | -2.4% |
| 3M | +3.9% | +13.5% | -9.6% | -2.4% |
| 6M | -6.5% | +37.2% | -43.8% | -20.6% |
| YTD | -33.8% | +7.5% | -41.3% | -37.2% |
| 1Y | -33.3% | +35.0% | -68.3% | -44.2% |
| 3Y | +94.6% | +55.1% | +39.5% | +44.6% |
| 5Y | +13.3% | -2.8% | +16.1% | -1.2% |
| All | +42.0% | +65.1% | -23.1% | +30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling