+179.1%
SOUN vs WSM
+226.4%
-47.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -2.0% |
| 7D | -6.8% | +0.4% | -7.3% | -7.1% |
| 30D | -15.2% | -10.7% | -4.5% | -8.8% |
| 3M | -7.0% | +8.5% | -15.4% | -12.5% |
| 6M | -20.5% | +19.6% | -40.1% | -30.7% |
| YTD | -37.0% | +26.6% | -63.6% | -47.1% |
| 1Y | -55.3% | +12.0% | -67.3% | -59.5% |
| All | +179.1% | +226.4% | -47.3% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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