+633.3%
SONY vs BWA
+3,492.4%
-2,859.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -2.5% |
| 7D | -1.2% | +5.7% | -6.8% | -2.9% |
| 30D | +9.4% | +1.4% | +8.0% | +8.7% |
| 3M | +10.5% | -12.1% | +22.6% | +14.2% |
| 6M | +11.7% | +28.6% | -16.9% | +1.6% |
| YTD | -4.1% | +51.1% | -55.2% | -18.2% |
| 1Y | -11.8% | +55.9% | -67.7% | -25.8% |
| 3Y | +45.9% | +70.1% | -24.2% | +16.1% |
| 5Y | +16.3% | +90.7% | -74.4% | -12.7% |
| 10Y | +297.6% | +154.0% | +143.6% | +150.5% |
| All | +633.3% | +3,492.4% | -2,859.1% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling