-16.3%
SOUN vs WAT
+34.0%
-50.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.7% |
| 7D | -6.8% | -2.9% | -3.9% | -5.5% |
| 30D | -15.2% | -3.2% | -12.0% | -13.8% |
| 3M | -7.0% | +10.6% | -17.6% | -11.5% |
| 6M | -20.5% | +34.0% | -54.6% | -32.0% |
| YTD | -37.0% | +5.7% | -42.8% | -39.7% |
| 1Y | -55.3% | +37.1% | -92.4% | -63.2% |
| 3Y | +173.0% | +52.4% | +120.7% | +122.5% |
| All | -16.3% | +34.0% | -50.3% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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