+615.3%
SONY vs BBWI
+1,144.0%
-528.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | +0.1% | +1.2% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | +11.1% | +12.9% | -1.8% | +8.1% |
| 3M | +14.7% | +16.0% | -1.3% | +10.3% |
| 6M | +18.8% | +16.6% | +2.2% | +13.0% |
| YTD | +5.7% | +9.7% | -4.0% | +0.6% |
| 1Y | -8.1% | +1.5% | -9.5% | -12.1% |
| 3Y | +64.0% | -21.4% | +85.3% | +58.1% |
| 5Y | +12.6% | -67.6% | +80.2% | +26.2% |
| 10Y | +373.8% | -46.8% | +420.6% | +305.4% |
| All | +615.3% | +1,144.0% | -528.7% | +154.4% |
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