-19.8%
SOFI vs WM
+61.6%
-81.4%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.3% | -2.6% | -2.3% |
| 7D | -2.4% | +1.2% | -3.5% | -2.5% |
| 30D | +3.6% | +13.7% | -10.1% | +1.9% |
| 3M | -9.7% | +5.2% | -14.9% | -10.3% |
| 6M | +3.9% | +11.2% | -7.2% | +1.5% |
| YTD | -37.5% | +9.4% | -46.9% | -39.0% |
| 1Y | -46.4% | +20.4% | -66.8% | -49.2% |
| 3Y | +135.9% | +44.7% | +91.2% | +100.9% |
| 5Y | -19.8% | +58.5% | -78.3% | -38.5% |
| All | -19.8% | +61.6% | -81.4% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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