+93.4%
SOFI vs WAT
+52.2%
+41.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | -7.0% | -2.9% | -4.1% | -5.8% |
| 30D | -4.3% | -3.2% | -1.1% | -2.7% |
| 3M | +8.4% | +10.6% | -2.1% | +3.6% |
| 6M | -5.9% | +34.0% | -40.0% | -18.0% |
| YTD | -34.3% | +5.7% | -40.0% | -36.7% |
| 1Y | -32.6% | +37.1% | -69.6% | -43.4% |
| All | +93.4% | +52.2% | +41.2% | +43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling