-16.5%
SOUN vs WSM
+259.4%
-276.0%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.0% |
| 7D | -7.1% | -0.5% | -6.6% | -6.8% |
| 30D | -15.4% | -7.7% | -7.7% | -11.3% |
| 3M | -10.6% | +3.8% | -14.3% | -13.1% |
| 6M | -19.6% | +22.7% | -42.3% | -30.0% |
| YTD | -37.2% | +28.0% | -65.2% | -46.7% |
| 1Y | -57.1% | +12.7% | -69.8% | -60.8% |
| 3Y | +178.2% | +231.3% | -53.1% | +35.6% |
| All | -16.5% | +259.4% | -276.0% | -64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling