+8,892.5%
ITW vs SONY
+514.2%
+8,378.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | -1.9% | -4.9% | +3.0% | -0.6% |
| 30D | -10.4% | -1.6% | -8.8% | -10.0% |
| 3M | +3.5% | +10.0% | -6.5% | +0.6% |
| 6M | -3.4% | +8.4% | -11.8% | -6.0% |
| YTD | +8.5% | -8.4% | +17.0% | +10.2% |
| 1Y | +3.2% | -18.4% | +21.6% | +7.7% |
| 3Y | +18.9% | +41.0% | -22.1% | +5.3% |
| 5Y | +35.0% | +9.3% | +25.8% | +26.2% |
| 10Y | +188.6% | +281.7% | -93.1% | +90.6% |
| All | +8,892.5% | +514.2% | +8,378.3% | +4,489.1% |
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