-10.1%
SOUN vs W
+29.2%
-39.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -1.0% |
| 7D | -5.2% | -4.2% | -1.0% | -3.7% |
| 30D | +4.8% | -7.6% | +12.4% | +7.9% |
| 3M | -15.9% | +37.2% | -53.0% | -28.5% |
| 6M | -17.4% | +26.3% | -43.7% | -28.0% |
| YTD | -32.4% | -1.0% | -31.4% | -35.8% |
| 1Y | -49.3% | +20.1% | -69.4% | -56.9% |
| 3Y | +167.5% | +37.8% | +129.7% | +92.0% |
| All | -10.1% | +29.2% | -39.3% | -29.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling