+123.9%
WFC vs SOUN
-28.2%
+152.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.0% |
| 7D | +0.4% | -7.1% | +7.5% | +0.7% |
| 30D | +1.5% | -15.4% | +16.9% | +2.3% |
| 3M | +10.2% | -10.6% | +20.8% | +10.5% |
| 6M | +18.8% | -19.6% | +38.4% | +19.3% |
| YTD | -1.5% | -37.2% | +35.7% | -0.1% |
| 1Y | +13.5% | -57.1% | +70.6% | +17.1% |
| 3Y | +135.0% | +178.2% | -43.3% | +111.4% |
| All | +123.9% | -28.2% | +152.1% | +97.8% |
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