+271.2%
EW vs SONY
+373.2%
-102.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +0.7% |
| 7D | +4.9% | +0.3% | +4.6% | +4.8% |
| 30D | +23.9% | +11.1% | +12.8% | +19.2% |
| 3M | +15.8% | +14.7% | +1.1% | +9.8% |
| 6M | +31.7% | +18.8% | +12.9% | +22.7% |
| YTD | +25.7% | +5.7% | +19.9% | +21.8% |
| 1Y | +24.4% | -8.1% | +32.5% | +27.0% |
| 3Y | +65.9% | +64.0% | +1.9% | +30.4% |
| 5Y | -7.6% | +12.6% | -20.3% | -17.0% |
| All | +271.2% | +373.2% | -102.0% | +125.0% |
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