+192.0%
SOUN vs WAT
+52.7%
+139.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.6% |
| 7D | -4.1% | -0.7% | -3.4% | -3.7% |
| 30D | -18.1% | -1.0% | -17.1% | -17.6% |
| 3M | -12.3% | +10.9% | -23.2% | -17.9% |
| 6M | -18.6% | +33.2% | -51.8% | -33.1% |
| YTD | -34.1% | +6.1% | -40.2% | -37.7% |
| 1Y | -57.0% | +30.2% | -87.3% | -65.6% |
| All | +192.0% | +52.7% | +139.3% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling