-16.5%
SOUN vs WCN
+17.4%
-34.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -7.1% | -3.1% | -4.0% | -6.8% |
| 30D | -15.4% | -3.4% | -12.0% | -15.1% |
| 3M | -10.6% | +3.0% | -13.5% | -11.4% |
| 6M | -19.6% | -3.8% | -15.9% | -19.4% |
| YTD | -37.2% | -8.3% | -28.9% | -36.4% |
| 1Y | -57.1% | -9.7% | -47.3% | -56.3% |
| 3Y | +178.2% | +17.2% | +161.1% | +165.7% |
| All | -16.5% | +17.4% | -34.0% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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