+12.6%
SONY vs BBWI
-67.6%
+80.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | +0.1% | +1.3% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | +11.1% | +12.9% | -1.8% | +8.9% |
| 3M | +14.7% | +16.0% | -1.3% | +11.5% |
| 6M | +18.8% | +16.6% | +2.2% | +14.6% |
| YTD | +5.7% | +9.7% | -4.0% | +2.1% |
| 1Y | -8.1% | +1.5% | -9.5% | -10.7% |
| 3Y | +64.0% | -21.4% | +85.3% | +58.9% |
| All | +12.6% | -67.6% | +80.2% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling