+39.8%
SONY vs NWSA
+43.0%
-3.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -5.8% | -4.8% | -1.0% | -4.2% |
| 30D | -0.4% | +3.0% | -3.3% | -1.3% |
| 3M | +13.3% | +9.3% | +4.0% | +9.7% |
| 6M | +8.5% | +23.2% | -14.7% | +0.6% |
| YTD | -8.1% | +13.3% | -21.5% | -12.5% |
| 1Y | -17.9% | +2.9% | -20.8% | -18.9% |
| All | +39.8% | +43.0% | -3.2% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling