+188.3%
ITW vs SONY
+293.1%
-104.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.6% |
| 7D | -0.7% | -2.7% | +2.0% | +0.1% |
| 30D | -8.3% | +1.5% | -9.9% | -8.8% |
| 3M | +6.0% | +13.0% | -7.0% | +1.6% |
| 6M | 0.0% | +11.2% | -11.2% | -4.1% |
| YTD | +10.2% | -6.6% | +16.9% | +11.7% |
| 1Y | +3.2% | -18.1% | +21.3% | +8.8% |
| 3Y | +21.0% | +42.1% | -21.1% | +2.8% |
| 5Y | +37.9% | +11.0% | +26.9% | +24.9% |
| All | +188.3% | +293.1% | -104.8% | +77.7% |
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