-16.5%
SOUN vs WPM
+256.6%
-273.1%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.7% |
| 7D | -7.1% | -0.6% | -6.6% | -7.0% |
| 30D | -15.4% | +14.4% | -29.8% | -17.8% |
| 3M | -10.6% | +37.0% | -47.6% | -16.0% |
| 6M | -19.6% | +4.1% | -23.8% | -21.7% |
| YTD | -37.2% | +31.7% | -68.9% | -39.9% |
| 1Y | -57.1% | +44.2% | -101.2% | -59.1% |
| 3Y | +178.2% | +265.5% | -87.3% | +165.5% |
| All | -16.5% | +256.6% | -273.1% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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