+114.7%
WFC vs SOUN
-60.0%
+174.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.5% |
| 7D | +2.5% | -15.1% | +17.6% | +3.3% |
| 30D | +7.0% | -23.0% | +30.0% | +8.3% |
| 3M | -1.8% | -53.3% | +51.6% | +1.9% |
| 6M | +18.4% | -58.6% | +76.9% | +23.2% |
| YTD | -5.6% | -65.0% | +59.4% | -1.5% |
| 1Y | +3.9% | -71.4% | +75.3% | +9.5% |
| 3Y | +126.3% | +75.4% | +50.9% | +108.9% |
| All | +114.7% | -60.0% | +174.6% | +95.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling