+75.4%
SOUN vs WAT
+82.3%
-7.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -2.8% |
| 7D | -15.1% | +0.6% | -15.7% | -15.4% |
| 30D | -23.0% | +5.4% | -28.4% | -25.3% |
| 3M | -53.3% | +11.3% | -64.6% | -56.3% |
| 6M | -58.6% | +37.4% | -96.0% | -65.8% |
| YTD | -65.0% | +21.2% | -86.2% | -69.4% |
| 1Y | -71.4% | +21.3% | -92.8% | -75.1% |
| 3Y | +75.4% | +83.4% | -8.0% | +6.2% |
| All | +75.4% | +82.3% | -7.0% | +6.2% |
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