-13.6%
SOUN vs GWW
+165.2%
-178.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | -4.4% | -0.5% | -4.0% | -4.2% |
| 30D | -13.1% | -1.4% | -11.7% | -12.6% |
| 3M | -7.7% | -3.6% | -4.0% | -6.7% |
| 6M | -21.2% | +15.1% | -36.3% | -27.1% |
| YTD | -35.0% | +27.5% | -62.5% | -42.9% |
| 1Y | -56.4% | +29.6% | -86.0% | -62.0% |
| 3Y | +181.7% | +90.1% | +91.7% | +126.3% |
| All | -13.6% | +165.2% | -178.8% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling