+80.9%
SOUN vs W
+160.9%
-80.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -2.6% | -5.4% | -6.7% |
| 7D | -15.5% | -1.7% | -13.8% | -14.8% |
| 30D | -26.2% | +3.2% | -29.5% | -27.6% |
| 3M | -51.4% | +8.3% | -59.6% | -53.6% |
| 6M | -55.3% | +84.3% | -139.6% | -68.9% |
| YTD | -63.9% | +11.0% | -74.9% | -68.1% |
| 1Y | -72.8% | -0.2% | -72.6% | -74.9% |
| All | +80.9% | +160.9% | -80.0% | -24.4% |
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