-19.4%
SONY vs BBWI
-35.5%
+16.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | -5.8% | -8.0% | +2.2% | -5.2% |
| 30D | -0.4% | -6.6% | +6.2% | 0.0% |
| 3M | +13.3% | -2.7% | +16.0% | +13.4% |
| 6M | +8.5% | -12.8% | +21.3% | +9.2% |
| YTD | -8.1% | -10.5% | +2.3% | -7.9% |
| All | -19.4% | -35.5% | +16.1% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling