-29.4%
EW vs SONY
+9.8%
-39.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -5.1% | -4.9% | -0.2% | -3.5% |
| 30D | -6.4% | -1.6% | -4.8% | -5.9% |
| 3M | -1.6% | +10.0% | -11.5% | -5.0% |
| 6M | +2.3% | +8.4% | -6.1% | -1.2% |
| YTD | +1.1% | -8.4% | +9.5% | +3.4% |
| 1Y | +8.0% | -18.4% | +26.4% | +14.5% |
| 3Y | +16.3% | +41.0% | -24.6% | -4.4% |
| 5Y | -29.4% | +9.3% | -38.7% | -35.9% |
| All | -29.4% | +9.8% | -39.2% | -35.9% |
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