-16.5%
SOUN vs W
+28.1%
-44.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.8% |
| 7D | -7.1% | -0.9% | -6.3% | -6.8% |
| 30D | -15.4% | -4.2% | -11.2% | -14.2% |
| 3M | -10.6% | +26.9% | -37.5% | -21.2% |
| 6M | -19.6% | +31.2% | -50.9% | -31.1% |
| YTD | -37.2% | -1.8% | -35.4% | -40.1% |
| 1Y | -57.1% | +9.3% | -66.4% | -62.0% |
| 3Y | +178.2% | +33.2% | +145.0% | +102.4% |
| All | -16.5% | +28.1% | -44.6% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 10y: compounded portfolio wealth divided by compounded W 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…
10y analysis · Full analysis span regression · 6 months rolling