-31.3%
SOFI vs WST
-0.5%
-30.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.6% | -3.8% |
| 7D | -2.6% | +4.9% | -7.4% | -4.1% |
| 30D | +2.6% | +10.7% | -8.1% | -0.7% |
| 3M | -12.9% | +16.8% | -29.7% | -17.3% |
| 6M | -1.7% | +32.0% | -33.7% | -10.6% |
| YTD | -40.3% | +49.9% | -90.2% | -48.5% |
| 1Y | -51.5% | +50.6% | -102.1% | -58.3% |
| 3Y | +125.2% | +21.4% | +103.8% | +86.6% |
| 5Y | -31.3% | -0.6% | -30.8% | -35.9% |
| All | -31.3% | -0.5% | -30.8% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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