+49.3%
SOFI vs WM
+102.5%
-53.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.3% | -1.5% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | -0.2% | -2.4% | +2.2% | 0.0% |
| 3M | +6.2% | +0.4% | +5.8% | +5.6% |
| 6M | -2.6% | -9.5% | +6.9% | -1.6% |
| YTD | -30.4% | +0.5% | -30.9% | -31.0% |
| 1Y | -28.2% | -1.1% | -27.1% | -28.6% |
| 3Y | +107.3% | +46.0% | +61.2% | +84.2% |
| 5Y | +20.2% | +51.8% | -31.6% | +7.4% |
| All | +49.3% | +102.5% | -53.1% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling