-45.2%
SOUN vs WST
+22.2%
-67.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.4% | -3.5% |
| 7D | -2.6% | -3.1% | +0.5% | -2.6% |
| 30D | -27.0% | +9.1% | -36.1% | -27.1% |
| 3M | -41.9% | +14.7% | -56.6% | -42.0% |
| 6M | -56.1% | +28.0% | -84.1% | -56.2% |
| YTD | -58.8% | +45.6% | -104.4% | -59.2% |
| 1Y | -71.1% | +45.7% | -116.8% | -71.4% |
| 3Y | +130.9% | +21.1% | +109.8% | +110.1% |
| All | -45.2% | +22.2% | -67.4% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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