+341.2%
ACWI vs SONY
+283.3%
+57.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +0.3% | +6.1% | -5.7% | -1.9% |
| 30D | -2.8% | +12.2% | -15.0% | -7.0% |
| 3M | -3.2% | +15.3% | -18.5% | -8.4% |
| 6M | +1.3% | +34.3% | -33.0% | -9.9% |
| YTD | +11.2% | +5.7% | +5.5% | +7.4% |
| 1Y | +13.8% | -2.3% | +16.1% | +12.9% |
| 3Y | +76.2% | +67.1% | +9.1% | +40.0% |
| 5Y | +59.5% | +13.0% | +46.5% | +43.8% |
| 10Y | +222.2% | +372.1% | -149.9% | +64.8% |
| All | +341.2% | +283.3% | +57.8% | +92.8% |
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 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