+47.6%
SOFI vs WWD
+188.1%
-140.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.9% | -0.1% |
| 7D | +5.6% | +0.8% | +4.8% | +5.2% |
| 30D | -2.0% | -6.4% | +4.4% | +1.5% |
| 3M | +9.2% | -5.6% | +14.8% | +11.8% |
| 6M | -4.7% | -9.1% | +4.4% | -1.2% |
| YTD | -31.2% | +12.5% | -43.7% | -37.7% |
| 1Y | -30.6% | +41.3% | -72.0% | -45.3% |
| 3Y | +110.6% | +170.2% | -59.6% | +14.5% |
| 5Y | +16.4% | +192.5% | -176.1% | -43.0% |
| All | +47.6% | +188.1% | -140.4% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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