+39.3%
SONY vs BBWI
-47.8%
+87.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.9% | +0.4% |
| 7D | -4.9% | -4.4% | -0.5% | -4.4% |
| 30D | -1.6% | -7.4% | +5.8% | -0.9% |
| 3M | +10.0% | -2.2% | +12.2% | +9.9% |
| 6M | +8.4% | -16.3% | +24.7% | +9.8% |
| YTD | -8.4% | -9.1% | +0.7% | -8.6% |
| 1Y | -18.4% | -34.5% | +16.2% | -14.8% |
| All | +39.3% | -47.8% | +87.2% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling