+591.5%
EWT vs SONY
+47.3%
+544.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +2.1% | -4.9% | +7.0% | +4.1% |
| 30D | +9.4% | -1.6% | +11.0% | +9.9% |
| 3M | +10.9% | +10.0% | +0.9% | +5.9% |
| 6M | +57.9% | +8.4% | +49.5% | +51.2% |
| YTD | +75.9% | -8.4% | +84.4% | +79.6% |
| 1Y | +89.7% | -18.4% | +108.1% | +102.0% |
| 3Y | +200.9% | +41.0% | +159.9% | +151.6% |
| 5Y | +154.5% | +9.3% | +145.2% | +131.0% |
| 10Y | +520.8% | +281.7% | +239.1% | +221.5% |
| All | +591.5% | +47.3% | +544.2% | +251.8% |
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