-46.0%
SOUN vs WM
+52.2%
-98.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.4% |
| 7D | -1.0% | -0.5% | -0.5% | -1.1% |
| 30D | -24.9% | +13.3% | -38.2% | -23.2% |
| 3M | -49.5% | +4.4% | -53.9% | -49.1% |
| 6M | -54.4% | +10.8% | -65.2% | -53.6% |
| YTD | -59.4% | +9.1% | -68.4% | -58.7% |
| 1Y | -71.4% | +19.1% | -90.5% | -70.7% |
| 3Y | +134.1% | +45.7% | +88.4% | +148.7% |
| All | -46.0% | +52.2% | -98.2% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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