+12.6%
SOFI vs WAT
-5.3%
+17.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.3% |
| 7D | -7.0% | -2.9% | -4.1% | -5.6% |
| 30D | -4.3% | -3.2% | -1.1% | -2.5% |
| 3M | +8.4% | +10.6% | -2.1% | +3.0% |
| 6M | -5.9% | +34.0% | -40.0% | -19.6% |
| YTD | -34.3% | +5.7% | -40.0% | -37.2% |
| 1Y | -32.6% | +37.1% | -69.6% | -44.7% |
| 3Y | +101.3% | +52.4% | +48.9% | +47.1% |
| 5Y | +12.6% | -4.4% | +17.0% | +6.9% |
| All | +12.6% | -5.3% | +17.8% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling