-16.5%
SOUN vs WCC
+193.5%
-210.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -2.5% |
| 7D | -7.1% | +1.4% | -8.5% | -8.0% |
| 30D | -15.4% | -2.3% | -13.1% | -14.7% |
| 3M | -10.6% | +3.7% | -14.2% | -13.9% |
| 6M | -19.6% | +34.8% | -54.4% | -36.4% |
| YTD | -37.2% | +46.1% | -83.4% | -53.0% |
| 1Y | -57.1% | +62.7% | -119.8% | -70.3% |
| 3Y | +178.2% | +133.6% | +44.6% | +45.3% |
| All | -16.5% | +193.5% | -210.0% | -58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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