+286.6%
SONY vs NWSA
+149.4%
+137.2%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -2.7% | -2.8% | +0.1% | -1.7% |
| 30D | +1.5% | +3.0% | -1.5% | +0.5% |
| 3M | +13.0% | +12.3% | +0.7% | +8.5% |
| 6M | +11.2% | +21.9% | -10.6% | +3.6% |
| YTD | -6.6% | +13.6% | -20.2% | -11.3% |
| 1Y | -18.1% | +0.5% | -18.6% | -19.0% |
| 3Y | +42.1% | +43.8% | -1.7% | +23.3% |
| 5Y | +11.0% | +41.2% | -30.1% | -5.2% |
| All | +286.6% | +149.4% | +137.2% | +171.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling