+225.2%
ACWI vs SONY
+373.2%
-147.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | +2.4% | +0.3% | +2.2% | +2.3% |
| 30D | -1.7% | +11.1% | -12.8% | -5.4% |
| 3M | -3.9% | +14.7% | -18.6% | -8.7% |
| 6M | +0.8% | +18.8% | -18.0% | -5.8% |
| YTD | +11.0% | +5.7% | +5.3% | +7.6% |
| 1Y | +13.1% | -8.1% | +21.1% | +15.0% |
| 3Y | +73.9% | +64.0% | +9.9% | +39.7% |
| 5Y | +59.0% | +12.6% | +46.4% | +43.8% |
| All | +225.2% | +373.2% | -147.9% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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