-53.5%
SOUN vs WAT
+53.6%
-107.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.6% | -2.9% |
| 7D | -15.1% | +0.6% | -15.7% | -15.3% |
| 30D | -23.0% | +5.4% | -28.4% | -24.9% |
| 3M | -53.3% | +11.3% | -64.6% | -55.8% |
| 6M | -58.6% | +37.4% | -96.0% | -64.6% |
| YTD | -65.0% | +21.2% | -86.2% | -68.7% |
| 1Y | -71.4% | +21.3% | -92.8% | -74.5% |
| 3Y | +75.4% | +83.4% | -8.0% | +32.0% |
| All | -53.5% | +53.6% | -107.0% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling