+231.8%
ACWI vs SONY
+276.5%
-44.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | 0.0% | -4.9% | +4.9% | +1.7% |
| 30D | -0.6% | -1.6% | +1.0% | -0.2% |
| 3M | +4.3% | +10.0% | -5.7% | +0.4% |
| 6M | +12.7% | +8.4% | +4.3% | +8.6% |
| YTD | +13.9% | -8.4% | +22.4% | +16.3% |
| 1Y | +20.5% | -18.4% | +38.9% | +27.6% |
| 3Y | +76.5% | +41.0% | +35.6% | +49.5% |
| 5Y | +67.5% | +9.3% | +58.2% | +52.7% |
| 10Y | +231.8% | +281.7% | -49.8% | +106.8% |
| All | +231.8% | +276.5% | -44.6% | +106.8% |
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