-16.5%
SOUN vs WAB
+217.4%
-234.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.3% |
| 7D | -7.1% | +0.1% | -7.2% | -7.3% |
| 30D | -15.4% | -4.1% | -11.3% | -12.1% |
| 3M | -10.6% | +8.2% | -18.7% | -19.4% |
| 6M | -19.6% | +15.4% | -35.0% | -34.3% |
| YTD | -37.2% | +33.1% | -70.4% | -56.7% |
| 1Y | -57.1% | +48.1% | -105.1% | -73.8% |
| 3Y | +178.2% | +167.7% | +10.5% | +7.6% |
| All | -16.5% | +217.4% | -234.0% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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