+42.0%
SOFI vs WBD
-9.8%
+51.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.9% |
| 7D | -4.9% | -0.7% | -4.2% | -4.7% |
| 30D | -3.5% | +1.4% | -4.9% | -3.9% |
| 3M | +3.9% | +4.4% | -0.5% | +1.9% |
| 6M | -6.5% | +0.8% | -7.4% | -7.0% |
| YTD | -33.8% | -2.7% | -31.1% | -33.2% |
| 1Y | -33.3% | +73.4% | -106.7% | -47.0% |
| 3Y | +94.6% | +142.1% | -47.5% | +25.8% |
| 5Y | +13.3% | +7.2% | +6.0% | -15.7% |
| All | +42.0% | -9.8% | +51.7% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WBD.
Daily Out/Under-Performance
Portfolio return minus WBD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WBD 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 WBD 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