-32.7%
SOFI vs WING
+0.4%
-33.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -4.9% | -2.5% | -2.4% | -4.1% |
| 30D | +8.4% | +29.5% | -21.1% | -1.2% |
| 3M | -16.3% | +40.2% | -56.5% | -26.9% |
| 6M | +0.7% | +32.7% | -32.0% | -12.2% |
| YTD | -41.1% | -32.8% | -8.3% | -35.7% |
| 1Y | -45.7% | -31.7% | -14.0% | -41.4% |
| 3Y | +119.0% | -24.7% | +143.8% | +84.5% |
| All | -32.7% | +0.4% | -33.1% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 WING 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