+10.5%
SOFI vs WST
-27.5%
+38.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.5% | -3.7% |
| 7D | -2.9% | -1.7% | -1.2% | -2.3% |
| 30D | -4.4% | -4.3% | 0.0% | -2.9% |
| 3M | +5.2% | +0.7% | +4.5% | +4.9% |
| 6M | -7.8% | +36.0% | -43.8% | -17.7% |
| YTD | -33.8% | +22.7% | -56.6% | -39.0% |
| 1Y | -33.3% | +34.1% | -67.4% | -40.8% |
| 3Y | +102.7% | -13.6% | +116.3% | +96.3% |
| 5Y | +10.5% | -26.0% | +36.4% | +17.0% |
| All | +10.5% | -27.5% | +38.0% | +17.0% |
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