+47.6%
SOFI vs WCC
+370.3%
-322.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.6% | -2.5% |
| 7D | +5.6% | +8.5% | -2.9% | +0.9% |
| 30D | -2.0% | -1.0% | -1.0% | -1.6% |
| 3M | +9.2% | +2.1% | +7.0% | +7.4% |
| 6M | -4.7% | +36.8% | -41.5% | -21.3% |
| YTD | -31.2% | +47.7% | -78.9% | -46.0% |
| 1Y | -30.6% | +66.5% | -97.1% | -49.6% |
| 3Y | +110.6% | +134.2% | -23.5% | +22.0% |
| 5Y | +16.4% | +231.6% | -215.2% | -46.2% |
| All | +47.6% | +370.3% | -322.6% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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