-16.5%
SOUN vs GWW
+165.4%
-182.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.6% |
| 7D | -7.1% | -3.4% | -3.8% | -5.7% |
| 30D | -15.4% | -1.9% | -13.5% | -14.7% |
| 3M | -10.6% | -2.4% | -8.2% | -10.1% |
| 6M | -19.6% | +15.7% | -35.4% | -25.9% |
| YTD | -37.2% | +27.6% | -64.8% | -44.8% |
| 1Y | -57.1% | +27.2% | -84.3% | -62.3% |
| 3Y | +178.2% | +89.7% | +88.6% | +123.5% |
| All | -16.5% | +165.4% | -182.0% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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