+41.1%
SOFI vs WSM
+388.6%
-347.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | +0.1% |
| 7D | -7.0% | +0.4% | -7.5% | -7.2% |
| 30D | -4.3% | -10.7% | +6.4% | +0.9% |
| 3M | +8.4% | +8.5% | 0.0% | +4.3% |
| 6M | -5.9% | +19.6% | -25.5% | -13.7% |
| YTD | -34.3% | +26.6% | -60.9% | -41.5% |
| 1Y | -32.6% | +12.0% | -44.5% | -36.6% |
| 3Y | +101.3% | +226.6% | -125.4% | +7.9% |
| 5Y | +12.6% | +174.1% | -161.6% | -39.2% |
| All | +41.1% | +388.6% | -347.5% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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