+330.0%
ACWI vs SONY
+282.5%
+47.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.7% |
| 7D | -2.4% | +6.7% | -9.1% | -4.8% |
| 30D | -5.2% | +14.8% | -20.0% | -10.0% |
| 3M | -4.8% | +16.9% | -21.7% | -10.4% |
| 6M | -1.3% | +30.2% | -31.6% | -11.3% |
| YTD | +8.4% | +5.5% | +2.9% | +4.8% |
| 1Y | +11.0% | -4.6% | +15.6% | +11.1% |
| 3Y | +70.6% | +57.2% | +13.3% | +38.5% |
| 5Y | +55.3% | +12.1% | +43.3% | +40.5% |
| 10Y | +223.2% | +361.6% | -138.4% | +66.6% |
| All | +330.0% | +282.5% | +47.5% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling