+8.9%
SONY vs BWA
+85.3%
-76.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -1.6% | -5.6% | +4.0% | -0.2% |
| 3M | +10.0% | -10.7% | +20.7% | +13.0% |
| 6M | +8.4% | +23.2% | -14.8% | +0.6% |
| YTD | -8.4% | +46.0% | -54.4% | -20.7% |
| 1Y | -18.4% | +51.2% | -69.5% | -30.3% |
| 3Y | +41.0% | +69.6% | -28.6% | +13.0% |
| All | +8.9% | +85.3% | -76.4% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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