+41.1%
SOFI vs WBD
-9.2%
+50.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WBD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.1% |
| 7D | -7.0% | -0.6% | -6.4% | -6.8% |
| 30D | -4.3% | +4.2% | -8.5% | -5.7% |
| 3M | +8.4% | +7.5% | +0.9% | +5.3% |
| 6M | -5.9% | +1.6% | -7.5% | -6.6% |
| YTD | -34.3% | -2.2% | -32.1% | -33.8% |
| 1Y | -32.6% | +124.9% | -157.4% | -52.5% |
| 3Y | +101.3% | +149.1% | -47.8% | +28.8% |
| 5Y | +12.6% | +7.8% | +4.7% | -16.4% |
| All | +41.1% | -9.2% | +50.3% | +98.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling