-16.5%
SOUN vs WU
-46.9%
+30.4%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -7.1% | -3.5% | -3.6% | -5.3% |
| 30D | -15.4% | -2.9% | -12.5% | -14.1% |
| 3M | -10.6% | -2.3% | -8.3% | -12.8% |
| 6M | -19.6% | -25.4% | +5.7% | -6.9% |
| YTD | -37.2% | -21.2% | -16.0% | -30.3% |
| 1Y | -57.1% | -8.9% | -48.2% | -57.9% |
| 3Y | +178.2% | -29.0% | +207.2% | +218.1% |
| All | -16.5% | -46.9% | +30.4% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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