+68.1%
ACWI vs SONY
+11.4%
+56.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.8% |
| 7D | +1.1% | -5.2% | +6.2% | +2.7% |
| 30D | -0.2% | +0.3% | -0.5% | -0.4% |
| 3M | +4.7% | +6.2% | -1.5% | +2.2% |
| 6M | +14.5% | +9.5% | +4.9% | +10.3% |
| YTD | +14.6% | -8.1% | +22.7% | +16.9% |
| 1Y | +21.4% | -17.9% | +39.4% | +28.2% |
| 3Y | +77.6% | +41.5% | +36.1% | +50.7% |
| 5Y | +68.1% | +11.8% | +56.2% | +51.2% |
| All | +68.1% | +11.4% | +56.7% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling