+770.0%
WDC vs SOUN
+95.0%
+675.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.1% | -1.9% | -4.7% |
| 7D | +12.1% | -15.1% | +27.2% | +14.0% |
| 30D | -18.8% | -23.0% | +4.2% | -16.6% |
| 3M | -39.3% | -53.3% | +14.0% | -34.4% |
| 6M | -40.1% | -58.6% | +18.4% | -34.9% |
| YTD | +71.8% | -65.0% | +136.8% | +88.2% |
| 1Y | +88.5% | -71.4% | +159.9% | +110.0% |
| 3Y | +770.0% | +75.4% | +694.6% | +753.6% |
| All | +770.0% | +95.0% | +675.0% | +753.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SOUN.
Daily Out/Under-Performance
Portfolio return minus SOUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOUN 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 SOUN 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