+185.7%
SOUN vs W
+44.2%
+141.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.1% | -2.8% |
| 7D | -4.1% | +6.5% | -10.6% | -6.9% |
| 30D | -18.1% | -6.2% | -11.9% | -15.8% |
| 3M | -12.3% | +48.9% | -61.2% | -31.0% |
| 6M | -18.6% | +31.2% | -49.8% | -32.5% |
| YTD | -34.1% | -0.4% | -33.7% | -38.3% |
| 1Y | -57.0% | +14.8% | -71.9% | -64.2% |
| 3Y | +185.7% | +40.5% | +145.1% | +65.0% |
| All | +185.7% | +44.2% | +141.5% | +65.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling