+356.8%
ACWI vs SONY
+247.9%
+108.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.5% |
| 7D | +0.5% | -1.2% | +1.7% | +0.9% |
| 30D | +0.9% | +9.4% | -8.6% | -2.5% |
| 3M | +2.4% | +10.5% | -8.1% | -1.7% |
| 6M | +12.4% | +11.7% | +0.7% | +7.0% |
| YTD | +15.2% | -4.1% | +19.2% | +15.6% |
| 1Y | +22.7% | -11.8% | +34.5% | +26.4% |
| 3Y | +75.8% | +45.9% | +29.9% | +47.0% |
| 5Y | +67.7% | +16.3% | +51.4% | +49.8% |
| 10Y | +229.0% | +297.6% | -68.6% | +79.5% |
| All | +356.8% | +247.9% | +108.9% | +107.4% |
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 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