-32.0%
SOUN vs WETO
-99.4%
+67.4%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.4% | +5.1% | -0.4% |
| 7D | -7.1% | -4.3% | -2.8% | -7.2% |
| 30D | -15.4% | -39.9% | +24.5% | -14.8% |
| 3M | -10.6% | -97.9% | +87.3% | -9.5% |
| 6M | -19.6% | -95.0% | +75.4% | -18.5% |
| YTD | -37.2% | -97.2% | +59.9% | -35.6% |
| 1Y | -57.1% | -98.9% | +41.8% | -55.3% |
| All | -32.0% | -99.4% | +67.4% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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