+521.7%
SONY vs BBWI
+999.2%
-477.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.1% | -1.1% | -3.5% |
| 7D | -5.2% | +1.6% | -6.7% | -5.5% |
| 30D | +0.3% | -6.2% | +6.5% | +1.3% |
| 3M | +6.2% | +4.3% | +1.9% | +4.5% |
| 6M | +9.5% | -7.2% | +16.7% | +9.2% |
| YTD | -8.1% | -3.0% | -5.1% | -9.7% |
| 1Y | -17.9% | -30.8% | +12.8% | -14.6% |
| 3Y | +41.5% | -43.4% | +84.9% | +47.0% |
| 5Y | +11.8% | -66.7% | +78.6% | +25.1% |
| 10Y | +275.4% | -55.7% | +331.1% | +236.1% |
| All | +521.7% | +999.2% | -477.4% | +128.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling