+75.4%
SOUN vs WCC
+134.5%
-59.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.1% |
| 7D | -15.1% | +9.9% | -25.0% | -20.1% |
| 30D | -23.0% | -8.4% | -14.5% | -20.5% |
| 3M | -53.3% | -10.3% | -43.0% | -51.8% |
| 6M | -58.6% | -10.5% | -48.1% | -57.9% |
| YTD | -65.0% | +32.2% | -97.2% | -73.9% |
| 1Y | -71.4% | +25.5% | -97.0% | -77.9% |
| 3Y | +75.4% | +134.7% | -59.3% | -34.0% |
| All | +75.4% | +134.5% | -59.1% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling